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Monte Carlo Optimization, Simulation and Sensitivity of Queueing Networks (Probability & Mathematical Statistics S.) - Tapa dura

Rubinstein, Reuven Y.

 
9780471819295: Monte Carlo Optimization, Simulation and Sensitivity of Queueing Networks (Probability & Mathematical Statistics S.)

Sinopsis

A theoretical treatment of Monte Carlo optimization - simulation using perturbation analysis, adaptive methods, and variance reduction techniques. The book emphasizes concepts rather than mathematical completeness, and shows how to use simulation and Monte Carlo methods efficiently for estimating performance measures, sensitivities and optimization of stochastic systems.

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Reseña del editor

A theoretical treatment of Monte Carlo optimization - simulation using perturbation analysis, adaptive methods, and variance reduction techniques. The book emphasizes concepts rather than mathematical completeness, and shows how to use simulation and Monte Carlo methods efficiently for estimating performance measures, sensitivities and optimization of stochastic systems.

"Sobre este título" puede pertenecer a otra edición de este libro.