In this paper we study the bias and the overtaking optimality criteria for continuous-time jump Markov decision processes in general state and action spaces. The corresponding transition rates are ...
The Annals of Statistics, Vol. 39, No. 2 (April 2011), pp. 673-701 (29 pages) The random numbers driving Markov chain Monte Carlo (MCMC) simulation are usually modeled as independent U (0, 1) random ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results