Explicit Mean-Square Error Bounds for Monte-Carlo and Linear Stochastic Approximation.

Shuhang Chen Adithya M. Devraj Ana Busic Sean P. Meyn

Published in: CoRR (2020)

Keyphrases

monte carlo
stochastic approximation
markovian decision
variance reduction
importance sampling
monte carlo methods
markov chain
monte carlo simulation
lower bound
monte carlo tree search
upper bound
matrix inversion
adaptive sampling
particle filter
temporal difference
worst case
machine learning