Non-Markovian Monte Carlo on Directed Graphs.
Chul-Ho LeeMin KangDo Young EunPublished in: Proc. ACM Meas. Anal. Comput. Syst. (2019)
Keyphrases
- monte carlo
- directed graph
- random walk
- markov chain
- monte carlo simulation
- decision processes
- reinforcement learning
- simulation study
- situation calculus
- importance sampling
- variance reduction
- graph structure
- monte carlo methods
- markovian decision
- matrix inversion
- monte carlo method
- temporal difference
- undirected graph
- particle filter
- strongly connected
- monte carlo tree search
- decision process
- stochastic approximation
- point processes