Recurrent formulae and the Bellman principle in the Monte Carlo method

DOI10.1515/RNAM.1994.9.3.281zbMath0818.65140OpenAlexW2075159452MaRDI QIDQ4697720

Gennady A. Mikhailov

Publication date: 8 May 1995

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/rnam.1994.9.3.281

zbMATH Keywords

Monte Carlo methodnonlinear integral equationsembedding theoremscollision estimateBellman principleglobal estimation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Other nonlinear integral equations (45G10)

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