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Recurrent formulae and the Bellman principle in the Monte Carlo method
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G. A. MIKHAILOV
Published/Copyright:
October 22, 2009
Published Online: 2009-10-22
Published in Print: 1994
Walter de Gruyter
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Articles in the same Issue
- Preface
- Application of the Cossera spectrum to the optimization of a method for solving the Stokes problem
- Algebraic multigrid/fictitious domain preconditioners on quasihierarchical triangular grids
- On finite difference schemes for viscous barotropic compressible gas problems
- Zolotarev polynomials and extremum problems
- Iteration methods for solving a data assimilation problem
- Recurrent formulae and the Bellman principle in the Monte Carlo method
- Construction of a quasi-Jordan normal form of resolvent matrix for parabolic difference boundary-value problems
Articles in the same Issue
- Preface
- Application of the Cossera spectrum to the optimization of a method for solving the Stokes problem
- Algebraic multigrid/fictitious domain preconditioners on quasihierarchical triangular grids
- On finite difference schemes for viscous barotropic compressible gas problems
- Zolotarev polynomials and extremum problems
- Iteration methods for solving a data assimilation problem
- Recurrent formulae and the Bellman principle in the Monte Carlo method
- Construction of a quasi-Jordan normal form of resolvent matrix for parabolic difference boundary-value problems