A gPC-intrusive Monte-Carlo scheme for the resolution of the uncertain linear Boltzmann equation.
Gaël PoëttePublished in: J. Comput. Phys. (2019)
Keyphrases
- monte carlo
- matrix inversion
- importance sampling
- monte carlo simulation
- markov chain
- markovian decision
- adaptive sampling
- decision making
- particle filter
- stochastic approximation
- monte carlo methods
- temporal difference
- monte carlo method
- optimal strategy
- state space
- game tree search
- high resolution
- policy evaluation
- point processes
- machine learning