An extension of implicit Monte Carlo diffusion: Multigroup and the difference formulation.
Mathew A. ClevelandNick A. GentileTodd S. PalmerPublished in: J. Comput. Phys. (2010)
Keyphrases
- monte carlo
- markov chain
- monte carlo simulation
- importance sampling
- monte carlo tree search
- simulation study
- monte carlo methods
- stochastic approximation
- markovian decision
- monte carlo method
- temporal difference
- optimal strategy
- adaptive sampling
- variance reduction
- point processes
- quasi monte carlo
- game tree
- game tree search
- genetic algorithm
- probability distribution
- dynamic programming
- reinforcement learning