Applying the Monte Carlo method for optimum estimation in systems with random structure

zbMath0609.93060MaRDI QIDQ1087523

V. B. Svetnik

Publication date: 1986

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

zbMATH Keywords

Monte Carlo methodfailure timeoptimum estimatessystems with random structure

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Estimation and detection in stochastic control theory (93E10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Finite difference methods for boundary value problems involving PDEs (65N06)

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