Accelerating System Adequacy Assessment using the Multilevel Monte Carlo Approach.
Simon H. TindemansGoran StrbacPublished in: CoRR (2019)
Keyphrases
- monte carlo
- markov chain
- monte carlo methods
- monte carlo simulation
- monte carlo tree search
- point processes
- importance sampling
- particle filter
- monte carlo method
- markovian decision
- quasi monte carlo
- adaptive sampling
- variance reduction
- simulation study
- markov chain monte carlo
- optimal strategy
- search algorithm
- machine learning