A Monte Carlo study of design-generating algorithms for the latent class mixed logit model.
Andreas FalkeHarald HruschkaPublished in: OR Spectr. (2017)
Keyphrases
- monte carlo
- simulation study
- monte carlo methods
- stochastic approximation
- markov chain
- learning algorithm
- computational complexity
- importance sampling
- logit model
- machine learning
- matrix inversion
- monte carlo simulation
- worst case
- adaptive sampling
- markov chain monte carlo
- temporal difference
- monte carlo method
- policy evaluation
- upper bound
- special case
- multi agent