A minimax principle for the optimal error of Monte Carlo methods

DOI10.1007/BF01229334zbMath0762.41032OpenAlexW2110227994MaRDI QIDQ1205134

Peter Mathé

Publication date: 1 April 1993

Published in: Constructive Approximation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01229334

zbMATH Keywords

Monte Carlo methodsoptimal error

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65)

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