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Avtomatika i Telemekhanika, 1986, Issue 6, Pages 88–95 (Mi at6349)  
Stochastic Systems

Adaptive algorithm of Monte Carlo type for calculating the integral characteristics of complex systems

O. Yu. Kulchitskii, S. V. Skrobotov

Leningrad
Full-text PDF (928 kB)
Abstract: An adaptive Monte-Carlo procedure is employed to estimate the integral characteristics of complex systems by using the data on the integrand function in the points involved in computation. The algorithm converges fast and is not very sensitive to theform of the integrand function.

Received: 06.06.1985
Bibliographic databases:
Document Type: Article
UDC: 519.283, 62-501.43
Language: Russian
Citation: O. Yu. Kulchitskii, S. V. Skrobotov, “Adaptive algorithm of Monte Carlo type for calculating the integral characteristics of complex systems”, Avtomat. i Telemekh., 1986, no. 6, 88–95; Autom. Remote Control, 47:6 (1986), 812–818
Citation in format AMSBIB
\Bibitem{KulSkr86}
\by O.~Yu.~Kulchitskii, S.~V.~Skrobotov
\paper Adaptive algorithm of Monte Carlo type for calculating the integral characteristics of complex systems
\jour Avtomat. i Telemekh.
\yr 1986
\issue 6
\pages 88--95
\mathnet{http://mi.mathnet.ru/at6349}
\zmath{https://zbmath.org/?q=an:0626.65018}
\transl
\jour Autom. Remote Control
\yr 1986
\vol 47
\issue 6
\pages 812--818
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