Vector estimators of the Monte Carlo method: dual representation and optimization

MaRDI QIDQ5398279zbMATH OpenFDO

Authors G. N. Mikhailov, I. N. Medvedev

Publication date 26 February 2014

zbMATH Keywords

dual estimator representationoptimizationscalar Monte-Carlo algorithmsolving systems of integral equationsvector estimator of Monte-Carlo method

Mathematics Subject Classification ID

Systems of nonsingular linear integral equations (45F05) Monte Carlo methods (65C05) Numerical methods for integral equations (65R20)

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