On the optimization of approximate integration by Monte Carlo methods

DOI10.1007/BF02487314MaRDI QIDQ4261497zbMATH OpenFDO

Authors V. F. Babenko

Publication date 2 September 1999

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02487314

zbMATH Keywords

approximate integrationMonte Carlo methodoptimizationtransitional probability

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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