On the optimization of approximate integration by Monte Carlo methods

DOI10.1007/BF02487314zbMATH Open0936.65019MaRDI QIDQ4261497

V. F. Babenko

Publication date: 2 September 1999

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

optimizationMonte Carlo methodapproximate integrationtransitional probability

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical quadrature and cubature formulas (65D32)

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