Why simple quadrature is just as good as Monte Carlo.

Kevin Vanslette Abdullatif Al-Alshaikh Kamal Youcef-Toumi

Published in: Monte Carlo Methods Appl. (2020)

Keyphrases

monte carlo
markov chain
monte carlo simulation
monte carlo tree search
simulation study
importance sampling
monte carlo methods
adaptive sampling
particle filter
monte carlo method
optimal strategy
stochastic approximation
lower bound
variance reduction
matrix inversion
markovian decision