Optimal stochastic quadrature formulas for convex functions
From MaRDI portal
(Redirected from Publication:1335002)
Recommendations
Cites work
- scientific article; zbMATH DE number 193625 (Why is no real title available?)
- scientific article; zbMATH DE number 524184 (Why is no real title available?)
- scientific article; zbMATH DE number 524186 (Why is no real title available?)
- Best quadrature formula in the class of convex functions
- Deterministic and stochastic error bounds in numerical analysis
- Gaussian quadrature formulae -- second Peano kernels, nodes, weights and Bessel functions
- On a problem proposed by H.Braß concerning the remainder term in quadrature for convex functions
- Quadrature Formulas for Monotone Functions
Cited in
(13)- Investigation of methods of numerical integration with optimal convergence speed
- The difficulty of Monte Carlo approximation of multivariate monotone functions
- Quadratic Optimal Functional Quantization of Stochastic Processes and Numerical Applications
- scientific article; zbMATH DE number 4054242 (Why is no real title available?)
- scientific article; zbMATH DE number 177355 (Why is no real title available?)
- scientific article; zbMATH DE number 524184 (Why is no real title available?)
- Quadrature Formulas for Monotone Functions
- Randomized complexity of parametric integration and the role of adaption. I: Finite dimensional case
- Adaptive optimization of the Monte-Carlo method
- Convex properties of the quantile function in stochastic programming
- What Monte Carlo models can do and cannot do efficiently?
- scientific article; zbMATH DE number 3971402 (Why is no real title available?)
- Optimal and quasi-optimal regularizing algorithms for solving stochastic integral equations of the convolution type
This page was built for publication: Optimal stochastic quadrature formulas for convex functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1335002)
