Extremum sensitivity analysis with polynomial Monte Carlo filtering.
Chun Yui WongPranay SeshadriGeoffrey T. ParksPublished in: Reliab. Eng. Syst. Saf. (2021)
Keyphrases
- sensitivity analysis
- monte carlo
- importance sampling
- managerial insights
- markov chain
- monte carlo simulation
- influence diagrams
- monte carlo methods
- variational inequalities
- monte carlo tree search
- variance reduction
- monte carlo method
- point processes
- stochastic approximation
- markovian decision
- adaptive sampling
- particle filter
- optimal strategy
- linear programming
- search algorithm