Weight updating in forced Monte Carlo approach to dynamic PSA.
Marzio MarseguerraEnrico ZioPublished in: Monte Carlo Methods Appl. (1998)
Keyphrases
- monte carlo
- monte carlo simulation
- markov chain
- importance sampling
- adaptive sampling
- monte carlo tree search
- monte carlo methods
- matrix inversion
- particle filter
- simulation study
- monte carlo method
- stochastic approximation
- markovian decision
- variance reduction
- optimal strategy
- dynamic environments
- genetic algorithm
- machine learning