scientific article; zbMATH DE number 3684770

MaRDI QIDQ3880161zbMATH OpenFDO

Authors I. Deák

Publication date 1980

zbMATH Keywords

Monte Carlo techniquesmultidimensional normal probability distribution function

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

Cited in

(4)

• An analysis of five simulation methods for determining the number of replications in a complex Monte Carlo study
• A joint chance-constrained programming model with row dependence
• Linear regression estimators for multinormal distributions in optimization of stochastic programming problems
• Stochastic programming models for air quality management

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