Parallel recursive estimation using Monte Carlo and orthogonal series expansions.
Olov RosenAlexander MedvedevPublished in: ACC (2015)
Keyphrases
- monte carlo
- markov chain
- importance sampling
- monte carlo methods
- simulation study
- matrix inversion
- shared memory
- adaptive sampling
- monte carlo tree search
- markovian decision
- quasi monte carlo
- variance reduction
- monte carlo simulation
- particle filter
- stochastic approximation
- temporal difference
- monte carlo method
- confidence intervals
- massively parallel
- optimal strategy
- genetic algorithm