Complexity of Monte Carlo Algorithms for a Class of Integral Equations.

Ivan Dimov Rayna Georgieva

Published in: International Conference on Computational Science (1) (2007)

Keyphrases

monte carlo
monte carlo methods
stochastic approximation
matrix inversion
computational cost
worst case
markov chain
computational complexity
monte carlo tree search
learning algorithm
importance sampling
simulation study
temporal difference
adaptive sampling