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

MaRDI QIDQ5266423zbMATH OpenFDO

Authors Il'ya Sobol'

Publication date 2 June 2017

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

zbMATH Keywords

Lipschitz conditionMonte Carlo methodoptimal algorithmquasi-Monte Carlo methodthe average dimension

Mathematics Subject Classification ID

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

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