Pure adaptive search in monte carlo optimization.
Nitin R. PatelRobert L. SmithZelda B. ZabinskyPublished in: Math. Program. (1989)
Keyphrases
- monte carlo
- monte carlo methods
- importance sampling
- monte carlo simulation
- monte carlo tree search
- markov chain
- adaptive sampling
- particle filter
- markovian decision
- matrix inversion
- optimal strategy
- monte carlo method
- simulation study
- global illumination
- uct algorithm
- game tree
- markov chain monte carlo
- quasi monte carlo
- variance reduction
- stochastic approximation
- sample size
- point processes
- machine learning