Computation of the Asymptotic Bias and Variance for Simulation of Markov Reward Models.

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Computation of the Asymptotic Bias and Variance for Simulation of Markov Reward Models.

van Moorsel, A.P.A.; Kant, L.A.; Sanders, W.H.

In: Proceedings of the 29th Annual Simulation Symposium, pages 173-182. April 1996.

Abstract: Gives a numerical method for computing the asymptotic variance for large Markov models. The asymptotic bias and variance determine the goodness and run length of a simulation.

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