Complete optimization of a discrete stochastic numerical procedure for globally estimating the solution of an integral equation of the second kind

DOI10.1515/156939806777320377zbMath1109.65119OpenAlexW2097564888MaRDI QIDQ3419756

V. V. Shvets, A. V. Voitishek

Publication date: 7 February 2007

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/156939806777320377

zbMATH Keywords

optimizationalgorithmnumerical examplesMonte Carlo methodMarkov chain

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Numerical analysis or methods applied to Markov chains (65C40) Fredholm integral equations (45B05)

Cites Work

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• An Efficient Method for Generating Discrete Random Variables with General Distributions

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