Density Estimators of the Cumulative Reward Up to a Hitting Time to a Rarely Visited Set of a Regenerative System

Marvin K. Nakayama, Bruno Tuffin. Density Estimators of the Cumulative Reward Up to a Hitting Time to a Rarely Visited Set of a Regenerative System. In Winter Simulation Conference, WSC 2022, Singapore, December 11-14, 2022. pages 121-132, IEEE, 2022. [doi]

Abstract

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