Keyphrases
- variance reduction
- monte carlo
- stochastic approximation
- gradient estimation
- sample size
- importance sampling
- reinforcement learning
- bias variance decomposition
- quasi monte carlo
- function approximation
- state space
- random numbers
- markov chain
- learning algorithm
- confidence intervals
- dynamic programming
- optimal policy
- particle filter
- model free
- upper bound
- policy gradient
- lower bound
- feature selection