Efficient Monte Carlo decision tree solution in dynamic purchasing environments.
Scott BuffettBruce SpencerPublished in: ICEC (2003)
Keyphrases
- monte carlo
- decision trees
- dynamic environments
- matrix inversion
- monte carlo simulation
- markov chain
- importance sampling
- monte carlo tree search
- monte carlo methods
- particle filter
- adaptive sampling
- simulation study
- point processes
- optimal solution
- markovian decision
- naive bayes
- monte carlo method
- optimal strategy
- stochastic approximation
- markov chain monte carlo
- dynamic programming
- training data