An event bias technique for Monte Carlo device simulation.
Hans KosinaMihail NedjalkovSiegfried SelberherrPublished in: Math. Comput. Simul. (2003)
Keyphrases
- monte carlo
- monte carlo simulation
- variance reduction
- simulation study
- markov chain
- monte carlo method
- importance sampling
- monte carlo tree search
- adaptive sampling
- monte carlo methods
- markovian decision
- stochastic approximation
- point processes
- optimal strategy
- learning algorithm
- matrix inversion
- computer graphics
- quasi monte carlo