Background On Deterministic QMC

  • Frederick S. Hillier
  • Bennett L. Fox
Part of the International Series in Operations Research & Management Science book series (ISOR, volume 22)

Abstract

This chapter collects some facts about and comments on deterministic quasi-Monte Carlo. Readers unfamiliar with QMC should read it carefully. Even experts will find things of interest here, we believe. The last section gives directions to get corresponding software electronically and pointers to electronic access to related information.

Keywords

Unit Cube Pseudorandom Sequence Star Discrepancy Empirical Success Implicit Constant 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1999

Authors and Affiliations

  • Frederick S. Hillier
    • 1
  • Bennett L. Fox
    • 2
  1. 1.Stanford UniversityUSA
  2. 2.SIM-OPT ConsultingSlovak Republic

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