Non-Markovian Monte Carlo on Directed Graphs.
Chul-Ho LeeMin KangDo Young EunPublished in: CoRR (2019)
Keyphrases
- monte carlo
- directed graph
- random walk
- markov chain
- decision processes
- reinforcement learning
- monte carlo simulation
- importance sampling
- stochastic approximation
- situation calculus
- markovian decision
- simulation study
- undirected graph
- monte carlo methods
- variance reduction
- strongly connected
- adaptive sampling
- directed acyclic graph
- matrix inversion
- optimal strategy
- particle filter
- monte carlo tree search
- disjoint paths
- objective function
- game tree
- game tree search
- point processes