Combining importance sampling and temporal difference control variates to simulate Markov Chains (Q4564841)
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scientific article; zbMATH DE number 6886348
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| English | Combining importance sampling and temporal difference control variates to simulate Markov Chains |
scientific article; zbMATH DE number 6886348 |
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Combining importance sampling and temporal difference control variates to simulate Markov Chains (English)
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12 June 2018
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importance sampling
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Markov chains
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rare events
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stochastic approximation
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temporal difference methods
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variance reduction
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0.89047086
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0.88844925
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0.8873834
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0.8850875
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0.8839697
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