Simulation and the Monte Carlo Method |
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| Author:
| Rubinstein, Reuven Y. |
| Series title: | Wiley Series in Probability and Statistics Ser. |
| ISBN: | 978-0-470-31722-8 |
| Publication Date: | Sep 2009 |
| Publisher: | John Wiley & Sons, Incorporated
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| Imprint: | Wiley-Interscience |
| Book Format: | Digital download |
| List Price: | Contact Supplier contact
Contact Supplier contact
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Book Description:
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This book provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences for the solution of a wide spectrum of engineering and scientific problems. It contains standard material usually considered in Monte Carlo simulation as well as new material such as variance reduction techniques, regenerative simulation, and Monte Carlo optimization.
This book provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences for the solution of a wide spectrum of engineering and scientific problems. It contains standard material usually considered in Monte Carlo simulation as well as new material such as variance reduction techniques, regenerative simulation, and Monte Carlo optimization.