Hamiltonian Monte Carlo based Path Integral for Stochastic Optimal Control.

P. Akshay D. Vrushabh K. Sonam S. R. Wagh Navdeep M. Singh

Published in: MED (2020)

Keyphrases

monte carlo
importance sampling
markov chain
monte carlo methods
monte carlo simulation
markovian decision
simulation study
stochastic approximation
point processes
monte carlo method
game tree search
adaptive sampling
monte carlo tree search
optimal path
optimal strategy
matrix inversion
particle filter