The difficulty of Monte Carlo approximation of multivariate monotone functions.
Robert J. KunschPublished in: J. Approx. Theory (2019)
Keyphrases
- monte carlo
- markovian decision
- point processes
- importance sampling
- adaptive sampling
- markov chain
- monte carlo simulation
- submodular functions
- monte carlo methods
- monte carlo method
- temporal difference
- simulation study
- policy evaluation
- optimal strategy
- variance reduction
- monte carlo tree search
- regression model
- matrix inversion
- stochastic approximation
- game tree search
- evaluation function