Non-Markovian Monte Carlo on Directed Graphs.
Chul-Ho LeeMin KangDo Young EunPublished in: SIGMETRICS (Abstracts) (2019)
Keyphrases
- monte carlo
- directed graph
- random walk
- markov chain
- reinforcement learning
- monte carlo simulation
- importance sampling
- decision processes
- simulation study
- graph structure
- directed acyclic graph
- monte carlo tree search
- monte carlo methods
- situation calculus
- strongly connected
- optimal strategy
- particle filter
- monte carlo method
- adaptive sampling
- stochastic approximation
- matrix inversion
- game tree search
- graph structures
- markovian decision
- light transport