Computational complexity of continuous problems

MaRDI QIDQ3003869zbMATH OpenFDO

Authors H. Woźniakowski

Publication date 31 May 2011

zbMATH Keywords

computational complexitycontinuous problemsFréchet differentiable functionsinformation-based complexityMonte Carlo algorithmmultivariate functionsmultivariate integrationWiener measure

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Algorithms for approximation of functions (65D15) Complexity and performance of numerical algorithms (65Y20)

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(13)

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• Worst case complexity of multivariate Feynman--Kac path integration
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• On the conditional distributions and the efficient simulations of exponential integrals of Gaussian random fields
• Computational complexity in worst, stochastic and average case setting on functional approximation problem of multivariate
• Continuous problems: optimality, complexity, tractability (invited talk)
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• Computational continua
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• On the Relations Between Discrete and Continuous Complexity Theory
• scientific article; zbMATH DE number 866556 (Why is no real title available?)
• On tractability of path integration

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