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Stochastic Simulation: Algorithms and Analysis

Language EnglishEnglish
Book Paperback
Book Stochastic Simulation: Algorithms and Analysis S
Libristo code: 01421003
Publishers Springer-Verlag New York Inc., November 2010
Soren Asmussen and Peter Glynn were awarded the Outstanding Simulation Publication Award presented b... Full description
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Soren Asmussen and Peter Glynn were awarded the Outstanding Simulation Publication Award presented by the INFORMS SImulation Society in December 2008.§This book provides a broad treatment of sampling-based computational methods, as well as accompanying mathematical analysis of the convergence properties of the methods discussed. General methods and model-specific algorithms are discussed.

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About the book

Full name Stochastic Simulation: Algorithms and Analysis
Author S, Peter W. Glynn
Language English
Binding Book - Paperback
Date of issue 2010
Number of pages 476
EAN 9781441921468
ISBN 144192146X
Libristo code 01421003
Publishers Springer-Verlag New York Inc.
Weight 694
Dimensions 233 x 157 x 31

Categories

Economics, Finance, Business & Management > Business & Management > Management & management techniques > Management decision making
Mathematics & Science > Mathematics > Optimization > Linear programming
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Business & Management > Operational research
Mathematics & Science > Mathematics > Probability & statistics
Technology, Engineering, Agriculture > Mechanical engineering & materials > Production engineering
Economics, Finance, Business & Management > Finance & accounting
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