Optimal weighted Monte-Carlo methods

DOI10.1016/0041-5553(86)90194-1MaRDI QIDQ3771476zbMATH OpenOpenAlexFDO

Authors A. Zhigljavsky

Publication date 1986

Published in USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0041-5553(86)90194-1

zbMATH Keywords

optimal designsoptimal distributionsOptimality criteria

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

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