Random Riemann Sum estimator versus Monte Carlo.
Henar UrmenetaVíctor HernándezPublished in: Comput. Stat. Data Anal. (2007)
Keyphrases
- monte carlo
- importance sampling
- variance reduction
- monte carlo method
- markov chain
- adaptive sampling
- monte carlo simulation
- confidence intervals
- monte carlo methods
- simulation study
- least squares
- optimal strategy
- stochastic approximation
- temporal difference
- policy evaluation
- matrix inversion
- maximum likelihood
- monte carlo tree search
- quasi monte carlo
- markovian decision
- markov chain monte carlo
- dynamic programming
- point processes