On the effective dimension and multilevel Monte Carlo

DOI10.1016/j.orl.2022.06.001OpenAlexW3211491935MaRDI QIDQ2157920

Nabil Kahale

Publication date: 22 July 2022

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.03561

zbMATH Keywords

variance reductionquasi-Monte Carloeffective dimensionmultilevel Monte Carlotruncation dimensiontime-varying Markov chains

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites Work

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