Nonlinear Adaptive Estimation Procedures for Increasing the Efficiency in Monte Carlo Computations

DOI10.2514/3.55980zbMATH Open0432.65001OpenAlexW2154210251MaRDI QIDQ3870201FDOQ3870201

Authors: F. H. Maltz, Donald L. Hitzl 

Publication date: 1980

Published in: Journal of Guidance and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2514/3.55980

zbMATH Keywords

variance reductionalgorithmcomputational resultsMonte Carlo computer simulationsacceleration toward convergenceestimator expansionsone-parameter model problems

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10)

Cited In (1)

• Adaptive estimation procedures for multi-parameter Monte Carlo computations

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