Simple Monte Carlo and the Metropolis algorithm.
Peter MathéErich NovakPublished in: J. Complex. (2007)
Keyphrases
- monte carlo
- monte carlo simulation
- dynamic programming
- learning algorithm
- computational complexity
- importance sampling
- simulation study
- simulated annealing
- detection algorithm
- computational cost
- optimal strategy
- search space
- matrix inversion
- markov chain
- particle filter
- stochastic approximation
- monte carlo tree search
- worst case
- convergence rate
- evolutionary algorithm
- temporal difference
- game tree
- temporal difference learning