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Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia, 2020, Volume 492, Pages 20–23
DOI: https://doi.org/10.31857/S2686954320030054 (Mi danma65) 		 
MATHEMATICS

Methods for estimating the global maximum point and the integral of a continuous function on a compact set

B. S. Darkhovsky

Federal Research Center Computer Science and Control of the Russian Academy of Sciences, Moscow, Russian Federation
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DOI: https://doi.org/10.31857/S2686954320030054
Abstract: A new approach to the problems of estimating the global maximum point and the integral of a continuous function on a compact set is proposed. The approach combines a simple Monte Carlo method and the ideas of the Lebesgue theory of measure and integration. Quality estimates for the proposed methods are given.
Keywords: global optimization, multidimensional integration, Monte Carlo method.
Presented: A. N. Shiryaev
Received: 18.12.2019
Revised: 24.03.2020
Accepted: 24.03.2020
English version:
Doklady Mathematics, 2020, Volume 101, Issue 3, Pages 189–191
DOI: https://doi.org/10.1134/S1064562420030059
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: B. S. Darkhovsky, “Methods for estimating the global maximum point and the integral of a continuous function on a compact set”, Dokl. RAN. Math. Inf. Proc. Upr., 492 (2020), 20–23; Dokl. Math., 101:3 (2020), 189–191
Citation in format AMSBIB
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\paper Methods for estimating the global maximum point and the integral of a continuous function on a compact set
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\pages 20--23
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\crossref{https://doi.org/10.31857/S2686954320030054}
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\transl
\jour Dokl. Math.
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\pages 189--191
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