Biased Monte Carlo optimization: the basic approach.

Luca Campioni Ruben Scardovelli Paolo Vestrucci

Published in: Reliab. Eng. Syst. Saf. (2005)

Keyphrases

monte carlo
monte carlo methods
importance sampling
monte carlo simulation
markov chain
adaptive sampling
monte carlo tree search
markovian decision
simulation study
variance reduction
monte carlo method
matrix inversion
particle filter
stochastic approximation
uct algorithm
global illumination
temporal difference