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Multilevel Monte Carlo Analysis for Optimal Control of Elliptic PDEs with Random Coefficients.
Ahmad Ahmad Ali
Elisabeth Ullmann
Michael Hinze
Published in:
SIAM/ASA J. Uncertain. Quantification (2017)
Keyphrases
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monte carlo
optimal control
importance sampling
monte carlo tree search
markov chain
monte carlo method
monte carlo methods
dynamic programming
least squares
monte carlo simulation
temporal difference
control problems
reinforcement learning
level set
point processes