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

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Abstract

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.

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ACKNOWLEDGMENTS

The author is grateful to A.N. Shiryaev for his interest in this work.

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Authors and Affiliations

  1. Institute for System Analysis, Federal Research Center Computer Science and Control, Russian Academy of Sciences, 117312, Moscow, Russia

    B. S. Darkhovsky

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  1. B. S. Darkhovsky
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Correspondence to B. S. Darkhovsky.

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Translated by I. Ruzanova

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Darkhovsky, B.S. Methods for Estimating the Global Maximum Point and the Integral of a Continuous Function on a Compact Set. Dokl. Math. 101, 189–191 (2020). https://doi.org/10.1134/S1064562420030059

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  • DOI: https://doi.org/10.1134/S1064562420030059

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