Reducing the Computational Cost of a Monte Carlo Based Planning Algorithm.
Hao WangSimon J. JulierPublished in: SMC (2013)
Keyphrases
- monte carlo
- monte carlo simulation
- simulation study
- markov chain
- learning algorithm
- np hard
- detection algorithm
- probabilistic model
- stochastic approximation
- importance sampling
- dynamic programming
- expectation maximization
- search space
- game tree
- matrix inversion
- monte carlo methods
- adaptive sampling
- markov chain monte carlo
- optimal strategy
- parameter estimation
- worst case
- optimal solution
- objective function