Monte Carlo algorithm for trajectory optimization based on Markovian readings.
Ronaldo DiasNancy Lopes GarciaAdriano Z. ZambomPublished in: Comput. Optim. Appl. (2012)
Keyphrases
- monte carlo
- monte carlo simulation
- optimization algorithm
- simulation study
- importance sampling
- point processes
- dynamic programming
- matrix inversion
- optimal solution
- detection algorithm
- markov chain
- computational cost
- evolutionary algorithm
- optimal strategy
- stochastic approximation
- cost function
- monte carlo methods
- monte carlo tree search
- graphical models
- particle filter
- worst case
- search space
- particle filtering
- objective function
- learning algorithm
- machine learning