Adaptive control of stochastic calculating processes

DOI10.1016/S0378-3758(99)00082-8zbMATH Open0967.93099MaRDI QIDQ1973274FDOQ1973274

Authors: V. M. Ivanov, O. Yu. Kul'chitskij, D. G. Arsenjev 

Publication date: 8 May 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

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zbMATH Keywords

adaptive controlmultidimensional integrationadaptive stochastic learningMonte-Carlo procedurestochastic calculating process

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic learning and adaptive control (93E35)

Cites Work

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• \(h\)-and \(d\)-adaptive FE methods for two-dimensional structural problems including post-buckling of shells
• Optimal parameter estimation algorithms in identification problems
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Cited In (5)

• Methods of adaptive control of the network in the problem of calculation of integral characteristics of complex systems
• Monte Carlo Techniques for Parametric Finite Multidimensional Integral Equations
• Stochastic search algorithm with an application to multidimensional integration
• On the choice of distribution densities in adaptive mesh nodes for stochastic algorithms of numerical integration and function approximation
• Adaptive Control Variates for Finite-Horizon Simulation

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