Monte Carlo Approximation of Form Factors with Error Bounded a Priori.
Marco PellegriniPublished in: SCG (1995)
Keyphrases
- monte carlo
- markovian decision
- importance sampling
- adaptive sampling
- monte carlo simulation
- markov chain
- approximation error
- variance reduction
- monte carlo methods
- monte carlo tree search
- error bounds
- optimal strategy
- simulation study
- particle filter
- relative error
- error tolerance
- temporal difference
- game tree search
- lower bound
- worst case
- least squares
- state space