An Efficient Monte Carlo Approach to Optimization.
James Douglas PulferClement WainePublished in: J. Chem. Inf. Comput. Sci. (1998)
Keyphrases
- monte carlo
- monte carlo methods
- monte carlo simulation
- adaptive sampling
- markov chain
- importance sampling
- optimal strategy
- simulation study
- temporal difference
- markovian decision
- monte carlo method
- stochastic approximation
- particle filter
- matrix inversion
- variance reduction
- monte carlo tree search
- point processes
- mathematical programming
- learning algorithm
- state space
- search algorithm
- support vector
- quasi monte carlo
- bayesian networks