Monte Carlo simulation can be readily applied to asset pricing problems with multiple state variables and possible path dependencies because convergence of Monte Carlo methods is ...
In this paper we compare the average performance of Monte Carlo methods for global optimization with non-adaptive deterministic alternatives. We analyze the behavior of the algori...
In this paper we compare the average performance of one class of low-discrepancy quasi-Monte Carlo sequences for global optimization. Weiner measure is assumed as the probability ...
The modeling of soft tissue behavior is essential in haptic rendering for virtual reality based medical simulators, which provide a safe and objective medium for training medical ...
We propose an efficient method for complex optimization problems that often arise in computer vision. While our method is general and could be applied to various tasks, it was mai...