Stochastic Simulation By Søren Asmussen, Peter W. Glynn 9781441921468

Categorie

Management decision making

Winkel

Wordery

Merk

Springer new york

Stochastic Simulation : Springer : 9781441921468 : 144192146X : 19 Nov 2010 : Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines. This book provides a broad treatment of such sampling-based methods, as well as accompanying mathematical analysis of the convergence properties of the methods discussed. The reach of the ideas is illustrated by discussing a wide range of applications and the models that have found wide usage. The first half of the book focuses on general methods; the second half discusses model-specific algorithms. Exercises and illustrations are included.

67.99 EUR