On the effective dimension and multilevel Monte Carlo.
Nabil KahaléPublished in: Oper. Res. Lett. (2022)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- importance sampling
- simulation study
- monte carlo tree search
- monte carlo methods
- game tree search
- stochastic approximation
- variance reduction
- matrix inversion
- adaptive sampling
- uct algorithm
- objective function
- monte carlo method
- temporal difference
- optimal strategy
- point processes