Beyond Monte Carlo for the initial uncertainty propagation problem.
Chao YangMrinal KumarPublished in: CDC (2014)
Keyphrases
- monte carlo
- adaptive sampling
- monte carlo simulation
- importance sampling
- markov chain
- particle filter
- monte carlo methods
- simulation study
- confidence intervals
- stochastic approximation
- optimal strategy
- temporal difference
- monte carlo method
- matrix inversion
- uct algorithm
- markovian decision
- global illumination
- markov chain monte carlo
- monte carlo tree search
- markov random field