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Simulation and the Monte Carlo Method

Simulation and the Monte Carlo Method

Reuven Y. Rubinstein

Wiley-Interscience
Publication date : 2009-09-25

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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.

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About the book

Author

Reuven Y. Rubinstein

Imprint

Wiley-Interscience

Collection

n.c

Publication date

2009-09-25

Pages

n.c

Print ISBN

9780471089179

Language

English

Ebook informations

EAN PDF

9780470317228

Price

£121.06

Copy count 0

Print count Unlimited

File size 11286 Ko

Informations accessibility

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About author(s)

Reuven Y. Rubinstein

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