New estimates of the variance in the Monte Carlo method when an approximate value function is used

DOI10.1016/0041-5553(86)90105-9zbMath0623.65002OpenAlexW2035317185MaRDI QIDQ3761536

A. V. Starkov

Publication date: 1986

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(86)90105-9

zbMATH Keywords

Monte Carlo methodvariance estimatesconjugate equation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20)

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