Combining importance sampling and temporal difference control variates to simulate Markov Chains (Q4564841)
From MaRDI portal
scientific article; zbMATH DE number 6886348
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Combining importance sampling and temporal difference control variates to simulate Markov Chains |
scientific article; zbMATH DE number 6886348 |
Statements
Combining importance sampling and temporal difference control variates to simulate Markov Chains (English)
0 references
12 June 2018
0 references
importance sampling
0 references
Markov chains
0 references
rare events
0 references
stochastic approximation
0 references
temporal difference methods
0 references
variance reduction
0 references
