Optimization of the Randomized Monte Carlo Algorithms for Solving of Problems with Random Parameters

 
PIIS086956520003126-1-1
DOI10.31857/S086956520003126-1
Publication type Article
Status Published
Authors
Affiliation:
Institute of Computational Mathematics and Mathematical Geophysics, Siberian Branch RAS
Novosibirsk State University
Address: Russian Federation,
Journal nameDoklady Akademii nauk
EditionVolume 482 Issue 3
Pages254-258
Abstract

        

Keywords
Received08.11.2018
Publication date08.11.2018
Cite   Download pdf To download PDF you should sign in
Размещенный ниже текст является ознакомительной версией и может не соответствовать печатной

views: 1105

Readers community rating: votes 0

1. Mikhajlov G.A. Optimizatsiya vesovykh metodov Monte-karlo. M.: Nauka, 1987. 283 s. [Engl. transl.: Springer-Verlag, 1980].

2. Ambos A.Yu., Mikhajlov G.A. // Zhurn. vychisl. matem. i matem. fiz. 2016. T. 56, №5. S. 896–908.

3. G. A. Mikhajlov. // Zhurn. vychisl. matem. i matem. fiz. 1977. T. 17, №1. S. 246–249.

4. Mikhajlov G.A., Vojtishek A.V. Chislennoe statisticheskoe modelirovanie. Metody Monte-Karlo: Ucheb. posobie. M.: Izd. tsentr “Akademiya”, 2006. 367 s.

5. Marchuk G.I., Mikhajlov G.A., Nazaraliev M.A. i dr. Metody Monte-Karlo v atmosfernoj optike. Pod red. G.I. Marchuka. Novosibirsk: Nauka, 1976. 239 s. [Engl. transl.: Springer-Verlag, 1992].

6. A. Yu. Ambos. // Sib. zhurn. vychisl. matem. 2016. T. 19, №1. C. 19–32.

7. Parsen E. // Ann. Math. Statist., 1962. №35. P. 1065–1076.

8. Borovkov A.A. Matematicheskaya statistika. Novosibirsk: Izd-vo IM SORAN, 1997. 772 s.

9. Mikhailov G.A., Prigarin S.M. Rozhenko S.A. // Rus. J. Num. Anal. Math. Model. 2018. V. 33, №4. P, 220–229.

10. Lotova G. Z. // Rus. J. Num. Anal. Math. Model. 2011. Vol. 31, №6. P. 369–377.

11. Epanichnikov V. A. // Teor. veroyatnosti i ee primeneniya. 1969. T. 14, vyp. 1. S. 156–161.

12. Chentsov N. N. Statisticheskie reshayuschie pravila i optimal'nye vyvody. M.: Nauka, 1972. 520 s.

13. Mikhajlov G. A., Tracheva N. V., Ukhinov S. A. // Zhurn. vychisl. matem. i matem. fiz. 2016. T. 56, №9. S. 1560–1570.

Система Orphus

Loading...
Up