Optimization of Randomized Monte Carlo Algorithms for Solving Problems with Random Parameters
Sign Up to like & getrecommendations! Published in 2018 at "Doklady Mathematics"
DOI: 10.1134/s1064562418060157
Abstract: Randomized Monte Carlo algorithms intended for statistical kernel estimation of the averaged solution to a problem with random baseline parameters are optimized. For this purpose, a criterion for the complexity of a functional Monte Carlo… read more here.
Keywords: optimization randomized; monte; monte carlo; randomized monte ... See more keywords