Determining optimal multilevel Monte Carlo parameters with application to fault tolerance.
Stefan PauliPeter ArbenzPublished in: Comput. Math. Appl. (2015)
Keyphrases
- monte carlo
- fault tolerance
- fault tolerant
- load balancing
- monte carlo simulation
- markov chain
- importance sampling
- optimal strategy
- monte carlo tree search
- monte carlo methods
- particle filter
- markovian decision
- single point of failure
- adaptive sampling
- global illumination
- stochastic approximation
- maximum likelihood
- response time
- parameter estimation
- game tree
- peer to peer
- distributed systems
- worst case
- failure recovery
- least squares
- dynamic programming