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Randomized methods based on new Monte Carlo schemes for control and optimization

โœ Scribed by Boris T. Polyak; Elena N. Gryazina


Publisher
Springer US
Year
2009
Tongue
English
Weight
541 KB
Volume
189
Category
Article
ISSN
0254-5330

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Measures of irregularity of distribution, such as discrepancy and dispersion, play a major role in quasi-Monte Carlo methods for integration and optimization. In this paper, a new measure of irregularity of distribution, called volume-dispersion, is introduced. Its relation to the discrepancy and tr