Title :
Adaptive control methods for stochastic calculation procedures
Author :
Arsenjev, D.G. ; Ivanov, V.M.
Author_Institution :
St. Petersburg State Tech. Univ., Russia
Abstract :
This paper considers quite artificial application of the adaptive control theory of stochastic systems to Monte-Carlo calculative procedures of many-dimensional integration and integral equations. Density function of a random grid of integration was selected to be a control action for these objects. Criterion of calculations accuracy, which has analytical representation for both considered objects of control, was selected to be the criterion of optimal functioning.
Keywords :
Monte Carlo methods; adaptive control; integral equations; integration; multidimensional systems; stochastic systems; Monte-Carlo calculative procedures; adaptive control methods; density function; integral equations; many-dimensional integration; optimal functioning criterion; stochastic calculation procedures; stochastic systems; Accuracy; Adaptive control; Convergence; Density functional theory; Integral equations; Iterative algorithms; Mathematics; Optimal control; Stochastic processes; Stochastic systems;
Conference_Titel :
Automation Congress, 2002 Proceedings of the 5th Biannual World
Print_ISBN :
1-889335-18-5
DOI :
10.1109/WAC.2002.1049427
