Teor. Veroyatnost. i Primenen., 1974 Volume 19, Issue 1, Pages 224–226
(Mi tvp2789)
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1 paper
Short Communications
An inequality to the Monte-Carlo method
V. N. Fetisov Moscow
Abstract:
An inequality is obtained that estimates the rate of convergence of the Monte-Carlo method in a problem of minimizing a functional.
Received: 26.03.1973
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