Nonlinear Adaptive Estimation Procedures for Increasing the Efficiency in Monte Carlo Computations

DOI10.2514/3.55980MaRDI QIDQ3870201zbMATH OpenOpenAlexFDO

Authors F. H. Maltz, Donald L. Hitzl

Publication date 1980

Published in Journal of Guidance and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2514/3.55980

zbMATH Keywords

acceleration toward convergencealgorithmcomputational resultsestimator expansionsMonte Carlo computer simulationsone-parameter model problemsvariance reduction

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Monte Carlo methods (65C05)

Cited in

(1)

• Adaptive estimation procedures for multi-parameter Monte Carlo computations

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