Optimal weighted Monte-Carlo methods

DOI10.1016/0041-5553(86)90194-1zbMath0633.65003OpenAlexW2077885512MaRDI QIDQ3771476

Anatoly A. Zhigljavsky

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)90194-1

zbMATH Keywords

optimal designsOptimality criteriaoptimal distributions

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

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