This book deals with the computational complexity of mathematical problems for which available information is partial, noisy and priced. The author develops a general theory of computational complexity of continuous problems with noisy information and gives a number of applications; he considers deterministic as well as stochastic noise. He also presents optimal algorithms, optimal information, and complexity bounds in different settings: worst case, average case, mixed worst-average, average-worst, and asymptotic. Particular topics include: the existence of optimal linear (affine)...

This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010.