Methods for Estimating the Global Maximum Point and the Integral of a Continuous Function on a Compact Set

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...

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Bibliographic Details
Published in:Doklady. Mathematics 2020-05, Vol.101 (3), p.189-191
Main Author: Darkhovsky, B. S.
Format: Article
Language:English
Subjects:
Continuity (mathematics)
Estimation
Integrals
Mathematics
Mathematics and Statistics
Measure and integration
Monte Carlo simulation
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Summary: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.
ISSN:1064-5624
1531-8362
DOI:10.1134/S1064562420030059