Multilevel Monte Carlo for solving POMDPs on-line.
Marcus HörgerHanna KurniawatiAlberto ElfesPublished in: Int. J. Robotics Res. (2023)
Keyphrases
- variance reduction
- monte carlo
- importance sampling
- markov chain
- monte carlo simulation
- monte carlo methods
- monte carlo method
- simulation study
- policy evaluation
- markovian decision
- stochastic approximation
- optimal strategy
- monte carlo tree search
- point processes
- matrix inversion
- game tree
- global illumination
- markov chain monte carlo
- uct algorithm
- particle filter