A Gradient Technique of Adaptive Monte Carlo

DOI10.1137/1008068MaRDI QIDQ5543820zbMATH OpenOpenAlexFDO

Authors Edward L. Pugh

Publication date 1966

Published in SIAM Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1008068

zbMATH Keywords

numerical analysis

Cited in

(5)

• Nonstationary law of large numbers for dependent random variables and its application in stochastic optimization
• A system approach to management of catastrophic risks.
• Congruent closure algorithms for finite automata and some applications
• Iterative processes: A survey of convergence theory using Lyapunov second method
• Catastrophe risk management for sustainable development of regions under risks of natural disasters

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