Monte Carlo Algorithms for Default Timing Problems.
Kay GieseckeBaeho KimShilin ZhuPublished in: Manag. Sci. (2011)
Keyphrases
- monte carlo
- monte carlo methods
- optimization problems
- importance sampling
- monte carlo simulation
- markov chain
- adaptive sampling
- stochastic approximation
- theoretical guarantees
- computational complexity
- particle filter
- worst case
- computational cost
- random sampling
- temporal difference
- decision problems
- game tree search
- policy evaluation
- monte carlo tree search