A Monte Carlo Knowledge Gradient Method for Learning Abatement Potential of Emissions Reduction Technologies.

Ilya O. Ryzhov Warren B. Powell

Published in: WSC (2009)

Keyphrases

monte carlo
markovian decision
learning algorithm
monte carlo simulation
gradient method
active learning
supervised learning
temporal difference learning
markov chain
adaptive sampling
machine learning
training set
recommender systems
particle filter
importance sampling