Simulation and the Monte Carlo Method. Группа авторов
Математика.
Simulation and the Monte Carlo Method
Год выпуска 0
isbn 9780470317228
Автор произведения Группа авторов
Жанр Математика
Издательство John Wiley & Sons Limited
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.