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RECORD NUMBER: 3 OF 3Main Title | Simulation and the monte carlo method / | |||||||||||
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Author | Rubinstein, Reuven Y. | |||||||||||
Publisher | Wiley, | |||||||||||
Year Published | 1981 | |||||||||||
OCLC Number | 07275104 | |||||||||||
ISBN | 0471089176; 9780471089179 | |||||||||||
Subjects | Monte Carlo method ; Digital computer simulation ; Monte Carlo-methode ; Simulatie ; Monte-Carlo-Simulation ; Wahrscheinlichkeitsrechnung ; Simulation, Méthodes de ; Simulation par ordinateur ; Monte-Carlo, Méthode de | |||||||||||
Additional Subjects | Monte Carlo method ; Digital computer simulation | |||||||||||
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Collation | xv, 278 pages ; 24 cm. | |||||||||||
Notes | Includes bibliographical references and index. |
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Contents Notes | Systems, models, simulation and the monte carlo method -- Random number generation -- Random variate generation -- Monte carlo integration and variance reduction techniques -- Linear equations and markov chains -- Regenerative method for simulation analysis -- Monte carlo optimization -- Appendix -- Exercises -- References -- Index. |