Adaptive evolutionary Monte Carlo algorithm for optimization with applications to sensor placement problems.
Yuan RenYu DingFaming LiangPublished in: Stat. Comput. (2008)
Keyphrases
- monte carlo
- optimization algorithm
- sensor placement
- importance sampling
- detection algorithm
- dynamic programming
- monte carlo simulation
- computational cost
- monte carlo methods
- search space
- stochastic approximation
- adaptive sampling
- optimization process
- combinatorial optimization
- kalman filter
- monte carlo tree search
- optimization model
- target tracking
- hybrid algorithm
- particle filter
- markov chain
- cost function
- learning algorithm
- knapsack problem
- optimization method
- genetic algorithm
- ant colony optimization
- optimization problems
- optimal solution