Monte Carlo Solution of Dirichlet Problem for Semi-linear Equation.
Abdujabor RasulovGulnora RaimovaMatyokub BakoevPublished in: FDM (2018)
Keyphrases
- monte carlo
- matrix inversion
- monte carlo simulation
- markov chain
- monte carlo tree search
- algebraic equations
- closed form
- importance sampling
- monte carlo method
- least squares
- mathematical model
- adaptive sampling
- monte carlo methods
- particle filter
- markovian decision
- stochastic approximation
- variance reduction
- simulation study
- policy evaluation
- game tree
- temporal difference
- boundary conditions
- computational cost
- point processes
- machine learning