Adaptive Importance Sampling Technique for Markov Chains Using Stochastic Approximation
| Year of publication: |
2006
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|---|---|
| Authors: | Ahamed, T.P.I. ; Borkar, V.S. ; Juneja, S. |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 54.2006, 3, p. 489-504
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