On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains.
Kaj NyströmThomas ÖnskogPublished in: Monte Carlo Methods Appl. (2009)
Keyphrases
- monte carlo
- monte carlo methods
- stochastic approximation
- monte carlo simulation
- markov chain
- computational cost
- adaptive sampling
- markov chain monte carlo
- matrix inversion
- monte carlo method
- learning algorithm
- importance sampling
- combinatorial optimization
- least squares
- variance reduction
- quasi monte carlo
- monte carlo tree search
- markovian decision
- policy evaluation
- game tree search
- em algorithm
- computational complexity