ABSTRACT

The Monte Carlo method is probably the simplest among all the artificial intelligence techniques, at the same time being very popular due to the surprisingly precise results it can offer. There are two key parameters, both carefully discussed in this chapter, that determines of how good these results are: the number of samples taken (the more the better) and the randomness itself (the quality of the pseudorandom numbers generator). Then the chapter shows of how the method can be easily applied to calculate the area of some complex 2D objects (e.g. on the geographical map). Later the Reader will find a little bit more difficult example which is the estimation of the PI number. Some historical facts are recall to present of how this challenge was inspiring mathematicians for centuries and what tricks and bright ideas they applied to get closer to the final results. These tries will be compare with the solution where the Monte Carlo method is used. Some other examples of application are also given.