Monte Carlo convergence rates for kth moments in Banach spaces.
Kristin KirchnerChristoph SchwabPublished in: CoRR (2022)
Keyphrases
- monte carlo
- convergence rate
- learning rate
- convergence speed
- step size
- monte carlo methods
- importance sampling
- markov chain
- monte carlo simulation
- monte carlo tree search
- primal dual
- adaptive sampling
- matrix inversion
- temporal difference
- number of iterations required
- optimal strategy
- machine learning
- markovian decision
- linear programming
- search algorithm