Werner Sandmann. On Optimal Importance Sampling for Discrete Time Markov Chains. In Second International Conference on the Quantitative Evaluaiton of Systems (QEST 2005), 19-22 September 2005, Torino, Italy. pages 230-240, IEEE Computer Society, 2005. [doi]
@inproceedings{Sandmann05,
title = {On Optimal Importance Sampling for Discrete Time Markov Chains},
author = {Werner Sandmann},
year = {2005},
doi = {10.1109/QEST.2005.24},
url = {http://doi.ieeecomputersociety.org/10.1109/QEST.2005.24},
tags = {Markov},
researchr = {https://researchr.org/publication/Sandmann05},
cites = {0},
citedby = {0},
pages = {230-240},
booktitle = {Second International Conference on the Quantitative Evaluaiton of Systems (QEST 2005), 19-22 September 2005, Torino, Italy},
publisher = {IEEE Computer Society},
}