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Optimal Monte Carlo Algorithms.
Ivan T. Dimov
Published in:
John Vincent Atanasoff Symposium (2006)
Keyphrases
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monte carlo
monte carlo methods
matrix inversion
stochastic approximation
learning algorithm
worst case
monte carlo simulation
simulation study
markov chain
optimal strategy
adaptive sampling
monte carlo method
variance reduction
importance sampling
particle filter
dynamic programming
lower bound