Optimal weighted Monte-Carlo methods
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Publication:3771476
DOI10.1016/0041-5553(86)90194-1zbMath0633.65003MaRDI QIDQ3771476
Publication date: 1986
Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0041-5553(86)90194-1
62K05: Optimal statistical designs
65C05: Monte Carlo methods
65C99: Probabilistic methods, stochastic differential equations
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