On numerical methods for functions depending on a very large number of variables

zbMATH Open1374.65002MaRDI QIDQ5266423FDOQ5266423

Authors: Il'ya Sobol' 

Publication date: 2 June 2017

Full work available at URL: http://mathnet.ru/eng/mm3821

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zbMATH Keywords

Monte Carlo methodLipschitz conditionoptimal algorithmquasi-Monte Carlo methodthe average dimension

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Algorithms for approximation of functions (65D15)

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