Computational Complexity Analysis for Monte Carlo Approximations of Classically Scaled Population Processes.
David F. AndersonDesmond J. HighamYu SunPublished in: Multiscale Model. Simul. (2018)
Keyphrases
- monte carlo
- complexity analysis
- theoretical analysis
- importance sampling
- monte carlo simulation
- lower bound
- markov chain
- policy evaluation
- first order logic
- monte carlo methods
- variance reduction
- computational complexity
- temporal difference
- simulation study
- monte carlo method
- adaptive sampling
- monte carlo tree search
- markovian decision
- particle filter
- point processes
- stochastic approximation
- matrix inversion
- probability distribution