Multilevel Monte Carlo for Reliability Theory.
Louis J. M. AslettTigran NagapetyanSebastian J. VollmerPublished in: Reliab. Eng. Syst. Saf. (2017)
Keyphrases
- monte carlo
- markov chain
- importance sampling
- monte carlo simulation
- monte carlo methods
- markovian decision
- simulation study
- particle filter
- monte carlo tree search
- adaptive sampling
- temporal difference
- monte carlo method
- global illumination
- optimal strategy
- game tree
- stochastic approximation
- uct algorithm
- computational cost