Efficient bounds for the Monte Carlo-Neumann solution of stochastic systems.

Cláudio R. Ávila da S. Jr.André Teófilo Beck

Published in: Appl. Math. Comput. (2014)

Keyphrases

monte carlo
stochastic systems
markovian decision
variance reduction
importance sampling
matrix inversion
confidence intervals
monte carlo tree search
monte carlo simulation
markov chain
particle filter
lower bound
upper bound
optimal solution
search space
least squares
reinforcement learning