Use of a Monte Carlo method in an algorithm which solves a set of functional inequalities (Q791285)
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| Language | Label | Description | Also known as |
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| English | Use of a Monte Carlo method in an algorithm which solves a set of functional inequalities |
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Use of a Monte Carlo method in an algorithm which solves a set of functional inequalities (English)
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1985
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This paper shows how an existing algorithm, which is used in computer aided design problem for solving a set of functional inequalities, may be modified by the inclusion of a Monte Carlo method to give a stochastic algorithm, which is easier to implement than its deterministic original, and which solves the given set of functional inequalities almost surely.
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approximate maximization
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uniform scattering of points
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probability triplet
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almost sure convergence
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computer aided design
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functional inequalities
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stochastic algorithm
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