Conditional Monte Carlo-Gradient Estimation And Optimization Applications[Book Reviews].

Published in: IEEE Trans. Autom. Control. (1998)

Keyphrases

monte carlo
gradient estimation
variance reduction
monte carlo methods
monte carlo simulation
markov chain
importance sampling
adaptive sampling
particle filter
monte carlo tree search
quasi monte carlo
sample size
matrix inversion
training data
markovian decision
temporal difference
temporal difference learning