Computing the Expected Markov Reward Rates with Stationarity Detection and Relative Error Control
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DOI: 10.1007/s11009-016-9490-y
Abstract: By combining in a novel way the randomization method with the stationary detection technique, we develop two new algorithms for the computation of the expected reward rates of finite, irreducible Markov reward models, with control… read more here.
Keywords: detection; reward rates; relative error; error ... See more keywords