Combining importance sampling and temporal difference control variates to simulate Markov Chains.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/tomacs/RandhawaJ04
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Combining importance sampling and temporal difference control variates to simulate Markov Chains.
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Importance sampling, Markov chains, rare events, stochastic approximation, temporal difference methods, variance reduction
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Combining importance sampling and temporal difference control variates to simulate Markov Chains.
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