Parallélisation d'une Combinaison des Méthodes de Monte-Carlo et Quasi-Monte-Carlo et Application aux Réseaux de Files d'Attente.
Bruno TuffinLouis-Marie Le NyPublished in: RAIRO Oper. Res. (2000)
Keyphrases
- monte carlo
- quasi monte carlo
- variance reduction
- markov chain
- particle filter
- importance sampling
- monte carlo simulation
- monte carlo methods
- monte carlo tree search
- stochastic approximation
- adaptive sampling
- markov chain monte carlo
- markovian decision
- matrix inversion
- optimal strategy
- learning algorithm
- confidence intervals
- generative model
- simulated annealing
- state space