Multilevel Monte-Carlo for Solving POMDPs Online.
Marcus HörgerHanna KurniawatiAlberto ElfesPublished in: ISRR (2019)
Keyphrases
- monte carlo
- markov chain
- importance sampling
- monte carlo methods
- monte carlo simulation
- simulation study
- adaptive sampling
- monte carlo tree search
- particle filter
- uct algorithm
- monte carlo method
- matrix inversion
- stochastic approximation
- variance reduction
- policy evaluation
- game tree
- point processes
- markov chain monte carlo
- quasi monte carlo
- markovian decision