The concept of domination for Monte Carlo procedures solving multi-extremal optimization problems is introduced. It is shown that stratified sampling strictly dominates repeated sampling. The organization of stratified sampling is considered.

Original languageRussian
Pages (from-to)112-117
Number of pages6
JournalUSSR Computational Mathematics and Mathematical Physics
Volume29
Issue number1
DOIs
StatePublished - 1989

    Scopus subject areas

  • Engineering(all)

ID: 74203179