# Quasi-Monte Carlo method

## Papers overview

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Highly Cited

2015

Highly Cited

2015

- 2015

Probability theory defines random variables and stochastic processes in terms of probability spaces, an abstract notion whoseâ€¦Â (More)

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Highly Cited

2010

Highly Cited

2010

- 2010

Indispensable for students, invaluable for researchers, this comprehensive treatment of contemporary quasiâ€“Monte Carlo methodsâ€¦Â (More)

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Highly Cited

2008

Highly Cited

2008

- Math. Meth. of OR
- 2008

In this paper, we consider a class of stochastic mathematical programs with equilibrium constraints introduced by Birbil et alâ€¦Â (More)

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Highly Cited

2004

Highly Cited

2004

- 2004

In this paper we show that a wide class of integrals over Rd with a probability weight function can be evaluated using a quasiâ€¦Â (More)

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Review

2004

Review

2004

- Proceedings of the Winter Simulation Conferenceâ€¦
- 2004

We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variance-reductionâ€¦Â (More)

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Highly Cited

1998

Highly Cited

1998

- 1998

Monte Carlo is one of the most versatile and widely used numerical methods. Its convergence rate, O(N~^), is independent ofâ€¦Â (More)

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Highly Cited

1998

Highly Cited

1998

- J. Complexity
- 1998

Recently quasi-Monte Carlo algorithms have been successfully used for multivariate integration of high dimension d, and wereâ€¦Â (More)

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Highly Cited

1996

Highly Cited

1996

- 1996

1. Introduction This paper introduces and illustrates a new version of the Monte Carlo method that has attractive properties forâ€¦Â (More)

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Highly Cited

1993

Highly Cited

1993

- SIAM Review
- 1993

192. At the beginnings of most chapters and sections of chapters, the authors motivate the reader by explaining verbally whatâ€¦Â (More)

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Highly Cited

1978