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Estimating the Mean Cover Time of a Semi-Markov Process via Simulation

Published online by Cambridge University Press:  27 July 2009

Erol Peköz  and
Sheldon M. Ross
Erol Peköz
Affiliation:
Department of Industrial Engineering and Operations Research, University of California, Berkeley, Berkeley, California 94720
Sheldon M. Ross
Affiliation:
Department of Industrial Engineering and Operations Research, University of California, Berkeley, Berkeley, California 94720
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Abstract

An efficient simulation estimator of the expected time until all states of a finite state semi-Markov process have been visited is determined.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 11 , Issue 2 , April 1997 , pp. 267 - 271
Copyright
Copyright © Cambridge University Press 1997

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References

1.Matthews, P. (1988). Covering problems for Markov chains. Annals of Probability 16: 1215–1228.CrossRefGoogle Scholar
2.Ross, S.M. (1997). Simulation, 2nd ed.New York: Academic Press.Google ScholarPubMed