A Numerical Study on Optimal Monte Carlo Algorithm for Multidimensional Integrals.
Venelin TodorovStoyan ApostolovIvan DimovYuri DimitrovStoyan PoryazovDaniel TodorovPublished in: WCO@FedCSIS (2020)
Keyphrases
- monte carlo
- simulation study
- optimal solution
- stochastic approximation
- monte carlo simulation
- dynamic programming
- importance sampling
- optimal strategy
- learning algorithm
- np hard
- simulated annealing
- objective function
- game tree
- detection algorithm
- computational cost
- cost function
- expectation maximization
- probabilistic model
- temporal difference
- computational complexity
- matrix inversion
- monte carlo methods
- monte carlo tree search
- markovian decision