Monte Carlo and Quasi-Monte Carlo Methods 2004

DOI10.1007/3-540-31186-6zbMATH Open1084.65005OpenAlexW1999024885MaRDI QIDQ3376486FDOQ3376486

Authors:

Publication date: 23 March 2006

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

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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)

Cited In (9)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Latin Hypercube Sampling and Fibonacci Based Lattice Method Comparison for Computation of Multidimensional Integrals
• Discrepancy Theory and Quasi-Monte Carlo Integration
• Scenario generation for stochastic optimization problems via the sparse grid method
• Error-controlled global sensitivity analysis of ordinary differential equations
• Advanced Quasi-Monte Carlo Algorithms for Multidimensional Integrals in Air Pollution Modelling
• Numerical study of discretizations of multistage stochastic programs

Uses Software

• MinT

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