Parallel Realization of Grid-Free Monte Carlo Algorithm for Boundary Value Problems.
R. Y. PapanchevaPublished in: LSSC (2005)
Keyphrases
- monte carlo
- importance sampling
- stochastic approximation
- matrix inversion
- monte carlo simulation
- dynamic programming
- worst case
- optimal solution
- computational complexity
- computational cost
- objective function
- markov chain monte carlo
- boundary conditions
- theoretical analysis
- np hard
- learning algorithm
- convergence rate
- sensitivity analysis
- markov chain
- monte carlo tree search
- adaptive sampling