A hybrid parareal Monte Carlo algorithm for parabolic problems.
Jad DabaghiYvon MadayAndrea ZoiaPublished in: J. Comput. Appl. Math. (2023)
Keyphrases
- temporal difference
- monte carlo
- importance sampling
- monte carlo methods
- policy evaluation
- monte carlo simulation
- stochastic approximation
- markov chain
- simulation study
- markovian decision
- monte carlo tree search
- detection algorithm
- matrix inversion
- dynamic programming
- convergence rate
- combinatorial optimization
- expectation maximization
- computational cost
- objective function