Geodesic
Methods for estimating the global maximum point and the integral of a continuous function on a compact set
Doklady Rossijskoj akademii nauk. Matematika, informatika, processy upravleniâ, Tome 492 (2020), pp. 20-23

Voir la notice de l'article provenant de la source Math-Net.Ru

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. 
@article{DANMA_2020_492_a3,
     author = {B. S. Darkhovsky},
     title = {Methods for estimating the global maximum point and the integral of a continuous function on a compact set},
     journal = {Doklady Rossijskoj akademii nauk. Matematika, informatika, processy upravleni\^a},
     pages = {20--23},
     publisher = {mathdoc},
     volume = {492},
     year = {2020},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/DANMA_2020_492_a3/}
}
TY  - JOUR
AU  - B. S. Darkhovsky
TI  - Methods for estimating the global maximum point and the integral of a continuous function on a compact set
JO  - Doklady Rossijskoj akademii nauk. Matematika, informatika, processy upravleniâ
PY  - 2020
SP  - 20
EP  - 23
VL  - 492
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/DANMA_2020_492_a3/
LA  - ru
ID  - DANMA_2020_492_a3
ER  - 
%0 Journal Article
%A B. S. Darkhovsky
%T Methods for estimating the global maximum point and the integral of a continuous function on a compact set
%J Doklady Rossijskoj akademii nauk. Matematika, informatika, processy upravleniâ
%D 2020
%P 20-23
%V 492
%I mathdoc
%U http://geodesic.mathdoc.fr/item/DANMA_2020_492_a3/
%G ru
%F DANMA_2020_492_a3
B. S. Darkhovsky. Methods for estimating the global maximum point and the integral of a continuous function on a compact set. Doklady Rossijskoj akademii nauk. Matematika, informatika, processy upravleniâ, Tome 492 (2020), pp. 20-23. http://geodesic.mathdoc.fr/item/DANMA_2020_492_a3/