Green's function Monte Carlo algorithms for elliptic problems.
Ivan T. DimovR. Y. PapanchevaPublished in: Math. Comput. Simul. (2003)
Keyphrases
- monte carlo
- monte carlo methods
- stochastic approximation
- computational complexity
- matrix inversion
- monte carlo simulation
- markov chain
- importance sampling
- monte carlo method
- computational cost
- monte carlo tree search
- optimal policy
- combinatorial optimization
- temporal difference
- temporal difference learning
- worst case
- learning algorithm