Investigation of the Sensitivity of the Monte Carlo Solution for the Barker-Ferry Equation with Sequential and Parallel Pseudo-Random Number Generators.
Todor V. GurovPaula A. WhitlockPublished in: International Conference on Computational Science (2004)
Keyphrases
- monte carlo
- matrix inversion
- markov chain
- importance sampling
- monte carlo simulation
- policy evaluation
- monte carlo tree search
- optimal solution
- markovian decision
- adaptive sampling
- optimal strategy
- least squares
- stochastic approximation
- random number
- temporal difference
- markov chain monte carlo
- variance reduction
- search tree
- computational cost
- machine learning