Sufficient conditions for fast quasi-Monte Carlo convergence.

Anargyros Papageorgiou

Published in: J. Complex. (2003)

Keyphrases

sufficient conditions
linear complementarity problem
quasi monte carlo
monte carlo
variance reduction
asymptotic stability
exponential stability
fixed point
convergence rate
linear systems
optimal policy
lyapunov function
asymptotic optimality
particle filter
lower bound
efficiently computable
equilibrium point