An adaptive Monte Carlo algorithm for computing mixed logit estimators.
Fabian BastinCinzia CirilloPhilippe L. TointPublished in: Comput. Manag. Sci. (2006)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- dynamic programming
- stochastic approximation
- importance sampling
- simulation study
- monte carlo tree search
- detection algorithm
- optimal solution
- monte carlo methods
- matrix inversion
- optimal strategy
- particle filter
- simulated annealing
- worst case
- computational cost
- computational complexity
- frequency domain
- temporal difference
- variance reduction
- policy evaluation
- learning algorithm
- markovian decision