On a New Variant of the Monte Carlo Method

DOI10.1137/1136038zbMATH Open0776.65067OpenAlexW2000034114MaRDI QIDQ3136332FDOQ3136332

K. Borovkov

Publication date: 21 September 1993

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1136038

zbMATH Keywords

Markov chainsMonte Carlo methodmultidimensional integral equationsstochastic search in games

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20)

Cited In (7)

• Improving Monte Carlo Efficiency by Increasing Variance
• Geometrical Monte Carlo method and its modifications
• Randomized methods based on new Monte Carlo schemes for control and optimization
• \texttt{carlomat\_4.0}, a new version of the general purpose Monte Carlo program
• Hit and run as a unifying device
• Some evaluations for continuous Monte Carlo method by using Brownian hitting process
• Billiards in a general domain with random reflections

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