Random generation of monotonic functions for Monte Carlo solution of qualitative differential equations.
A. C. Cem SayA. Kutsi NircanPublished in: Autom. (2005)
Keyphrases
- monte carlo
- matrix inversion
- monte carlo method
- markov chain
- monte carlo simulation
- importance sampling
- monte carlo tree search
- monte carlo methods
- stochastic approximation
- adaptive sampling
- simulation study
- optimal strategy
- markovian decision
- qualitative differential equations
- variance reduction
- temporal difference
- particle filter
- optimal solution
- data mining