Deterministic and stochastic error bounds in numerical analysis

DOI10.1007/BFB0079792zbMath0656.65047MaRDI QIDQ1210836

Publication date: 5 June 1993

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

optimization approximation Monte Carlo methods quadrature optimal algorithms average error stochastic error bounds deterministic error bounds maximal errors

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Numerical approximation and computational geometry (primarily algorithms) (65Dxx) Numerical methods for mathematical programming, optimization and variational techniques (65Kxx) Error analysis and interval analysis (65Gxx)

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