Complexity of Multilevel Monte Carlo Tau-Leaping.
David F. AndersonDesmond J. HighamYu SunPublished in: SIAM J. Numer. Anal. (2014)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- importance sampling
- monte carlo methods
- particle filter
- simulation study
- monte carlo tree search
- stochastic approximation
- computational complexity
- adaptive sampling
- monte carlo method
- computational cost
- markovian decision
- game tree search
- temporal difference
- optimal strategy
- worst case