Monte Carlo and Quasi-Monte Carlo Methods 2004

DOI10.1007/3-540-31186-6MaRDI QIDQ3376486zbMATHOpenAlexFDO

Authors

Publication date 23 March 2006

Full work available at URL https://doi.org/10.1007/3-540-31186-6

Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings, conferences, collections, etc. pertaining to numerical analysis (65-06) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06) Proceedings, conferences, collections, etc. pertaining to number theory (11-06)

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Cited in

(13)

• Monte Carlo and quasi-Monte Carlo methods. MCQMC 2018. Proceedings of the 13th international conference on Monte Carlo and quasi-Monte Carlo methods in scientific computing, Rennes, France, July 1--6, 2018
• Monte Carlo and quasi-Monte Carlo methods. Revised papers of the 14th international conference in Monte Carlo and quasi-Monte Carlo methods in scientific computing, MCQMC 2020, Oxford, United Kingdom, August 10--14, 2020
• scientific article; zbMATH DE number 2026081 (Why is no real title available?)
• Advanced Quasi-Monte Carlo Algorithms for Multidimensional Integrals in Air Pollution Modelling
• Latin hypercube sampling and Fibonacci based lattice method comparison for computation of multidimensional integrals
• Monte Carlo and Quasi-Monte Carlo methods. Proceedings of the 15th international conference in Monte Carlo and quasi-Monte Carlo methods in scientific computing, MCQMC 2022, Linz, Austria, July 17--22, 2022
• Monte Carlo and quasi-Monte Carlo methods, MCQMC 2016. Proceedings of the 12th international conference on `Monte Carlo and quasi-Monte Carlo methods in scientific computing', Stanford, CA, August 14--19, 2016
• scientific article; zbMATH DE number 1356721 (Why is no real title available?)
• Numerical study of discretizations of multistage stochastic programs
• scientific article; zbMATH DE number 5640481 (Why is no real title available?)
• Error-controlled global sensitivity analysis of ordinary differential equations
• Scenario generation for stochastic optimization problems via the sparse grid method
• Discrepancy theory and quasi-Monte Carlo integration

Describes a project that uses

Uses Software

• MinT

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