An extension of implicit Monte Carlo diffusion: Multigroup and the difference formulation.

Mathew A. Cleveland Nick A. Gentile Todd S. Palmer

Published 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