Stochastic search algorithm with an application to multidimensional integration

DOI10.5186/AASFM.1992.1702MaRDI QIDQ4278210zbMATH OpenOpenAlexFDO

Authors K. Borovkov

Publication date 7 March 1994

Published in Annales Academiae Scientiarum Fennicae Series A I Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.5186/aasfm.1992.1702

zbMATH Keywords

Monte Carlo methodmultidimensional integrationsemi-Markov process

Mathematics Subject Classification ID

Special processes (60K99) Monte Carlo methods (65C05)

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(3)

• Combining interval branch and bound and stochastic search
• A novel technique for stochastic root-finding: enhancing the search with adaptive d-ary search
• Randomized Smolyak algorithms based on digital sequences for multivariate integration

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