A Control Variate Approach for Improving Efficiency of Ensemble Monte Carlo
Tarik BorogovacFrancis J. AlexanderPirooz VakiliPublished in: CoRR (2008)
Keyphrases
- monte carlo
- importance sampling
- markov chain
- monte carlo simulation
- adaptive sampling
- simulation study
- stochastic approximation
- point processes
- monte carlo tree search
- particle filter
- genetic algorithm
- optimal strategy
- monte carlo methods
- game tree search
- quasi monte carlo
- monte carlo method
- control problems
- process control
- ensemble learning
- ensemble methods
- control strategy
- kalman filter
- variance reduction
- temporal difference
- control strategies