Monte Carlo approximations of the Neumann problem.
Sylvain MaireEtienne TanréPublished in: Monte Carlo Methods Appl. (2013)
Keyphrases
- monte carlo
- light transport
- policy evaluation
- variance reduction
- monte carlo simulation
- monte carlo tree search
- markov chain
- finite element
- boundary conditions
- simulation study
- adaptive sampling
- importance sampling
- particle filter
- monte carlo method
- monte carlo methods
- point processes
- stochastic approximation
- markovian decision
- matrix inversion
- optimal strategy
- temporal difference
- confidence intervals