Monte-Carlo randomized algorithm: Empirical analysis on real-world information systems.
Robert KudelicDijana OreskiMario KoneckiPublished in: MIPRO (2016)
Keyphrases
- monte carlo
- empirical analysis
- randomized algorithm
- information systems
- empirical studies
- theoretical analysis
- importance sampling
- markov chain
- greedy algorithm
- lower bound
- monte carlo simulation
- adaptive sampling
- monte carlo tree search
- monte carlo methods
- variance reduction
- point processes
- markovian decision
- quasi monte carlo
- optimal strategy
- particle filter
- computational complexity
- matrix inversion
- temporal difference
- reinforcement learning
- bayesian networks