Abstract. We discuss the parallelization and object-oriented implementation of Monte Carlo simulations for physical problems. We present a C++ Monte Carlo class library for the aut...
In recent years the complexity of numerical computations in computational financial applications has been increased enormously. Monte Carlo algorithm is one of main tools in comput...
Monte Carlo analysis has so far been the corner stone for analog statistical simulations. Fast and accurate simulations are necessary for stringent time-to-market, design for manu...
Abstract. The Monte-Carlo Tree Search algorithm has been successfully applied in various domains. However, its performance heavily depends on the Monte-Carlo part. In this paper, w...
— In this paper, we report on our experiments with using Monte Carlo simulation (specifically the UCT algorithm) as the basis for an Othello playing program. Monte Carlo methods ...