Monte Carlo method of batch iterations: probabilistic characteristics

DOI10.1134/S0005117915050045zbMATH Open1322.93108OpenAlexW765654661MaRDI QIDQ747227FDOQ747227

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

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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)

Cites Work

• Global optimization with non-convex constraints. Sequential and parallel algorithms
• Simulation and the Monte Carlo Method
• Solving convex programs by random walks
• Title not available (Why is that?)

Cited In (7)

• New method of randomized forecasting using entropy-robust estimation: application to the world population prediction
• Iterative MC-algorithm to solve the global optimization problems
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• Randomized machine learning procedures
• 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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