Login / Signup

Randomized methods based on new Monte Carlo schemes for control and optimization.

Boris T. PolyakElena N. Gryazina
Published in: Ann. Oper. Res. (2011)
Keyphrases
  • monte carlo
  • monte carlo methods
  • monte carlo simulation
  • quasi monte carlo
  • monte carlo method
  • particle filter
  • probabilistic model
  • control problems