Hybrid Monte Carlo estimators for multilayer transport problems.
Shuang ZhaoJerome SpanierPublished in: J. Comput. Phys. (2021)
Keyphrases
- monte carlo
- monte carlo methods
- markov chain
- variance reduction
- monte carlo simulation
- simulation study
- importance sampling
- adaptive sampling
- markovian decision
- stochastic approximation
- branch and bound
- game tree search
- monte carlo method
- particle filter
- policy evaluation
- monte carlo tree search
- mathematical programming
- temporal difference learning
- probabilistic model
- evolutionary algorithm
- point processes
- search algorithm