Multilevel Monte-Carlo for Solving POMDPs Online.

Marcus Hörger Hanna Kurniawati Alberto Elfes

Published in: CoRR (2019)

Keyphrases

monte carlo
markov chain
importance sampling
monte carlo simulation
monte carlo tree search
variance reduction
adaptive sampling
monte carlo methods
markovian decision
particle filter
monte carlo method
simulation study
stochastic approximation
reinforcement learning
optimal strategy
probabilistic model