Monte Carlo integration is another technique for estimating an integral numerically. There is a short section in our text on the topic (Chapter 13). The method takes a bound on the region of integration, then randomly selects points within this bound (from a uniform distribution). For each random point, it checks to […]

This paper by Evangelos Markakis is an interesting application of Singular Value Decomposition in computational game theory.
To explain the usage, I have to establish a few definitions.  In a two player […]

An early application of some of the techniques used in this class were fire control systems on naval ships in World War.  Although digital computers were not used for such […]