scientific article; zbMATH DE number 4199435

MaRDI QIDQ3350635zbMATH OpenFDO

Authors Boris Granovsky

Publication date 1991

zbMATH Keywords

admissibilityinterpolating Monte Carlo procedureslinear stochastic functionalmeasurable spaceMonte Carlo methodsnormed linear spaceprobability measurerate of covergencestratified samplingvariance reduction

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• Adaptive algorithm of Monte Carlo type for calculating the integral characteristics of complex systems
• scientific article; zbMATH DE number 4011769
• Adaptive importance sampling in monte carlo integration
• Optimal Monte Carlo integration with fixed relative precision
• On the optimization of approximate integration by Monte Carlo methods

Cited in

(1)

• Monte Carlo sampling processes and incentive compatible allocations in large economies

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3350635)