Variance reduction in Monte Carlo methods and optimization problems in \({\mathbb{R}}^ n\)

DOI10.1007/BF02576461zbMath0601.65003OpenAlexW2060069584MaRDI QIDQ1081271

G. Gheri, Pietro Marzulli

Publication date: 1983

Published in: Calcolo (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02576461

zbMATH Keywords

Monte Carlo methodsvariance reductionunconstrained optimization problem

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05) Numerical optimization and variational techniques (65K10) Numerical quadrature and cubature formulas (65D32)

Cites Work

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• A method for numerical integration on an automatic computer
• A regression method for the Monte Carlo evaluation of multidimensional integrals
• Numerical Evaluation of Multiple Integrals

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