Simulation and the Monte Carlo Method
Copyright © 1981 John Wiley & Sons, Inc.
Author(s): Reuven Y. Rubinstein
Published Online: 27 MAY 2008
Print ISBN: 9780471089179
Online ISBN: 9780470316511
Book Series: Wiley Series in Probability and Statistics
About this Book
About The Product
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.