A low-variance deviational simulation Monte Carlo for the Boltzmann equation.
Thomas M. M. HomolleNicolas G. HadjiconstantinouPublished in: J. Comput. Phys. (2007)
Keyphrases
- monte carlo
- low variance
- matrix inversion
- monte carlo simulation
- simulation study
- monte carlo method
- markov chain
- adaptive sampling
- markovian decision
- importance sampling
- temporal difference
- monte carlo methods
- real valued
- optimal strategy
- monte carlo tree search
- particle filter
- stochastic approximation
- classification accuracy