Discrepancy Driven Adaptive Monte Carlo for Forward Uncertainty Forecasting in Nonlinear Dynamical Systems.
Chao YangMrinal KumarPublished in: ACC (2018)
Keyphrases
- monte carlo
- nonlinear dynamical systems
- adaptive sampling
- dynamical systems
- markov chain
- monte carlo simulation
- monte carlo methods
- importance sampling
- dynamical behavior
- optimal strategy
- monte carlo tree search
- particle filter
- confidence intervals
- stochastic approximation
- point processes
- machine learning
- game tree
- phase space
- matrix inversion
- denoising
- optimal solution