Estimation Monte Carlo sans modèle de politiques de décision.
Raphael FonteneauSusan A. MurphyLouis WehenkelDamien ErnstPublished in: Rev. d'Intelligence Artif. (2011)
Keyphrases
- monte carlo
- importance sampling
- monte carlo simulation
- markov chain
- monte carlo methods
- optimal strategy
- monte carlo tree search
- simulation study
- adaptive sampling
- particle filter
- variance reduction
- stochastic approximation
- temporal difference
- monte carlo method
- matrix inversion
- parameter estimation
- markov chain monte carlo
- search algorithm
- semi parametric
- point processes