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Policy Gradient Optimal Correlation Search for Variance Reduction in Monte Carlo simulation and Maximum Optimal Transport - MaRDI portal

Policy Gradient Optimal Correlation Search for Variance Reduction in Monte Carlo simulation and Maximum Optimal Transport (Q6444878)

From MaRDI portal





preprint article from arXiv
Language Label Description Also known as
English
Policy Gradient Optimal Correlation Search for Variance Reduction in Monte Carlo simulation and Maximum Optimal Transport
preprint article from arXiv

    Statements

    24 July 2023
    0 references
    stat.ML
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    cs.LG
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    math.OC
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    Pierre Bras
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    Gilles Pagès
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    Identifiers

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