Monte Carlo Optimization, Simulation and Sensitivity of Queueing Networks |
|
| Author:
| Rubinstein, Reuven Y. |
| Series title: | Wiley Series in Probability and Statistics - Applied Probability and Statistics Section Ser. |
| ISBN: | 978-0-471-81929-5 |
| Publication Date: | Sep 1986 |
| Publisher: | John Wiley & Sons, Incorporated
|
| Imprint: | Wiley |
| Book Format: | Hardback |
| List Price: | USD $54.95 |
Book Description:
|
A theoretical treatment of Monte Carlo optimization--simulation using perturbation analysis, adaptive methods, and variance reduction techniques. Emphasizes concepts rather than mathematical completeness. Shows how to use simulation and Monte Carlo methods efficiently for estimating performance measures, sensitivities and optimization of stochastic systems.
A theoretical treatment of Monte Carlo optimization--simulation using perturbation analysis, adaptive methods, and variance reduction techniques. Emphasizes concepts rather than mathematical completeness. Shows how to use simulation and Monte Carlo methods efficiently for estimating performance measures, sensitivities and optimization of stochastic systems.