Monte Carlo method of batch iterations: probabilistic characteristics

DOI10.1134/S0005117915050045MaRDI QIDQ747227zbMATH OpenOpenAlexFDO

Authors B. S. Darkhovskij, Yuri S. Popkov, Alexey Yu. Popkov

Publication date 23 October 2015

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0005117915050045

zbMATH Keywords

approximate solutionglobal minimum of residuesMonte Carlo trialsprobabilistic estimatessystems of nonlinear algebraic equations and inequalitiesHölder condition

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Nonlinear algebraic or transcendental equations (65H99)

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• Some evaluations for continuous Monte Carlo method by using Brownian hitting process
• Use of a Monte Carlo method in an algorithm which solves a set of functional inequalities
• Mathematical methods of randomized machine learning

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