Novel Monte Carlo Algorithm for Solving Singular Linear Systems.
Behrouz Fathi VajargahVassil N. AlexandrovSamaneh JavadiAli HadianPublished in: ICCS (3) (2018)
Keyphrases
- monte carlo
- linear systems
- monte carlo simulation
- markov chain
- dynamic programming
- importance sampling
- computational cost
- optimization algorithm
- sparse linear systems
- monte carlo tree search
- matrix inversion
- markov chain monte carlo
- quadratic programming
- control system
- stochastic approximation
- search space
- optimal solution
- objective function