On the effectiveness of Monte Carlo for initial uncertainty forecasting in nonlinear dynamical systems.
Chao YangMrinal KumarPublished in: Autom. (2018)
Keyphrases
- monte carlo
- nonlinear dynamical systems
- monte carlo simulation
- particle filter
- markovian decision
- markov chain
- monte carlo methods
- importance sampling
- stochastic approximation
- monte carlo tree search
- adaptive sampling
- optimal strategy
- dynamical systems
- phase space
- dynamical behavior
- game tree search
- matrix inversion
- confidence intervals
- game tree
- variance reduction
- point processes