Monte Carlo Gradient in Optimization Constrained by Radiative Transport Equation.
Qin LiLi WangYunan YangPublished in: SIAM J. Numer. Anal. (2023)
Keyphrases
- monte carlo
- matrix inversion
- monte carlo methods
- markov chain
- importance sampling
- adaptive sampling
- simulation study
- concave convex procedure
- monte carlo simulation
- markovian decision
- particle filter
- point processes
- monte carlo method
- monte carlo tree search
- stochastic approximation
- temporal difference
- global illumination
- constrained optimization
- poisson equation
- lagrange multipliers
- game tree search
- machine learning
- optimal strategy
- evolutionary algorithm
- learning algorithm