Single-step Monte Carlo criticality algorithm.
Qingquan PanNan AnTengfei ZhangXiaojing LiuYun CaiLianjie WangKan WangPublished in: Comput. Phys. Commun. (2022)
Keyphrases
- monte carlo
- single step
- importance sampling
- dynamic programming
- computational cost
- markov chain
- objective function
- simulation study
- monte carlo simulation
- matrix inversion
- stochastic approximation
- multi step
- model free
- monte carlo tree search
- optimal solution
- variance reduction
- temporal difference learning
- neural network
- optimal strategy
- markovian decision