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A central limit theorem for temporally nonhomogeneous Markov chains with applications to dynamic programming
Arlotto, Alessandro
;
Steele, John Michael
- In:
Mathematics of operations research
41
(
2016
)
4
,
pp. 1448-1468
Persistent link: https://www.econbiz.de/10011595100
Saved in:
2
Affine point processes : approximation and efficient simulation
Zhang, Xiaowei
;
Blanchet, Jose
;
Giesecke, Kay
;
Glynn, …
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 797-819
Persistent link: https://www.econbiz.de/10011408901
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