Simulation and the Monte Carlo Method
Author | : Reuven Y. Rubinstein |
Publisher | : Wiley-Interscience |
Total Pages | : 0 |
Release | : 1991-01-15 |
ISBN-10 | : 0470139013 |
ISBN-13 | : 9780470139011 |
Rating | : 4/5 (011 Downloads) |
Book Synopsis Simulation and the Monte Carlo Method by : Reuven Y. Rubinstein
Download or read book Simulation and the Monte Carlo Method written by Reuven Y. Rubinstein and published by Wiley-Interscience. This book was released on 1991-01-15 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.