The problem of evaluating the dominant eigenvalue of real matrices using Monte Carlo numerical methods is considered. Three almost optimal Monte Carlo algorithms are presented:
Ivan Dimov, Vassil N. Alexandrov, Aneta Karaivanov...
I will review the role that Monte Carlo methods play in the physical sciences. They are very widely used for a number of reasons: they permit the rapid and faithful transformation...
Abstract. Monte Carlo (MC) methods have proved to be flexible, robust and very useful techniques in computational finance. Several studies have investigated ways to achieve greater...
Although influence diagrams are powerful tools for representing and solving complex decisionmaking problems, their evaluation may require an enormous computational effort and this...