Stochastic search algorithm with an application to multidimensional integration

DOI10.5186/AASFM.1992.1702zbMATH Open0783.60114OpenAlexW2333664171MaRDI QIDQ4278210

K. Borovkov

Publication date: 7 March 1994

Published in: Annales Academiae Scientiarum Fennicae Series A I Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5186/aasfm.1992.1702

zbMATH Keywords

Monte Carlo methodsemi-Markov processmultidimensional integration

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Special processes (60K99)

Related Items (3)

Combining interval branch and bound and stochastic search ⋮ Randomized Smolyak algorithms based on digital sequences for multivariate integration ⋮ A novel technique for stochastic root-finding: enhancing the search with adaptive \(d\)-ary search

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