A Guided Monte Carlo Approach to Optimization Problems.
C. I. ChouR. S. HanT. K. LeeS. P. LiPublished in: IDEAL (2003)
Keyphrases
- monte carlo
- optimization problems
- evolutionary algorithm
- importance sampling
- metaheuristic
- monte carlo simulation
- objective function
- cost function
- monte carlo methods
- markov chain
- simulation study
- monte carlo method
- adaptive sampling
- monte carlo tree search
- temporal difference
- combinatorial optimization
- particle filter
- point processes
- uct algorithm
- game tree search
- dynamic programming
- matrix inversion
- markovian decision
- confidence intervals
- variance reduction
- optimal strategy
- machine learning
- genetic algorithm