Monte Carlo Techniques for Parametric Finite Multidimensional Integral Equations

DOI10.1515/mcma.2007.009zbMath1124.65002OpenAlexW1978359904MaRDI QIDQ5421635

Hossein Arsham

Publication date: 24 October 2007

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.2007.009

zbMATH Keywords

reliabilitydiscrete-event systemsnumerical examplesstochastic approximation algorithmNewton's methodsgradient estimationlocal response surfacegoal seeking problemparameter setting designsystem design and Monte Carlo experiments

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for integral equations (65R20) Linear integral equations (45A05) Robust parameter designs (62K25)

Cites Work

• System design and evaluation using discrete event simulation with AI
• Optimization and sensitivity analysis of computer simulation models by the score function method
• Perturbation analysis of discrete event systems: Concepts, algorithms, and applications

This page was built for publication: Monte Carlo Techniques for Parametric Finite Multidimensional Integral Equations