This accessible new edition explores the major topics in Monte Carlo simulation. "Simulation and the Monte Carlo Method", Second Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic First ...
The cross-entropy (CE) method is one of the most significant developments in stochastic optimization and simulation in recent years. This book explains in detail how and why the CE method works. The CE method involves an iterative procedure where each iteration can be broken down into two phases: (a) generate a random data sample (trajectories, ...
This set contains the text "Simulation and the Monte Carlo Method, Second Edition" (9780470177945) and the "Student Solutions Manual to Accompany Simulation and the Monte Carlo Method, Second Edition" (9780470258798).
A step--by--step guide for today's modeling and simulation practices This new guide for modeling and simulation of discrete--event systems (DES) demonstrates why simulation is fast becoming the method of choice for the evaluation of system performance in science, engineering, and management. The book begins with the basics of conventional ...
A theoretical treatment of Monte Carlo optimization - simulation using perturbation analysis, adaptive methods, and variance reduction techniques. The book emphasizes concepts rather than mathematical completeness, and shows how to use simulation and Monte Carlo methods efficiently for estimating performance measures, sensitivities and ...
Contrasts two efficient methods of sensitivity analysis, score function and pertubation analysis, and discusses conventional statistical experimental design. Some background is also given to simulation and modelling, and the authors include case studies using the score function method.
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