Efficiency of the Antithetic Variate Method for Simulating Stochastic Project Networks PDF Download
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Author: Robert S. Sullivan
Publisher:
ISBN:
Category : Monte Carlo method
Languages : en
Pages : 28
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Book Description
Author: Robert S. Sullivan
Publisher:
ISBN:
Category : Monte Carlo method
Languages : en
Pages : 28
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Book Description
Author:
Publisher:
ISBN:
Category : Industrial management
Languages : en
Pages : 780
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Book Description
Issues for Feb. 1965-Aug. 1967 include Bulletin of the Institute of Management Sciences.
Author: Reuven Y. Rubinstein
Publisher: John Wiley & Sons
ISBN: 0470317221
Category : Mathematics
Languages : en
Pages : 308
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Book Description
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.
Author: Christiane Lemieux
Publisher: Springer Science & Business Media
ISBN: 038778165X
Category : Mathematics
Languages : en
Pages : 373
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Book Description
Quasi–Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades. Their successful implementation on practical problems, especially in finance, has motivated the development of several new research areas within this field to which practitioners and researchers from various disciplines currently contribute. This book presents essential tools for using quasi–Monte Carlo sampling in practice. The first part of the book focuses on issues related to Monte Carlo methods—uniform and non-uniform random number generation, variance reduction techniques—but the material is presented to prepare the readers for the next step, which is to replace the random sampling inherent to Monte Carlo by quasi–random sampling. The second part of the book deals with this next step. Several aspects of quasi-Monte Carlo methods are covered, including constructions, randomizations, the use of ANOVA decompositions, and the concept of effective dimension. The third part of the book is devoted to applications in finance and more advanced statistical tools like Markov chain Monte Carlo and sequential Monte Carlo, with a discussion of their quasi–Monte Carlo counterpart. The prerequisites for reading this book are a basic knowledge of statistics and enough mathematical maturity to follow through the various techniques used throughout the book. This text is aimed at graduate students in statistics, management science, operations research, engineering, and applied mathematics. It should also be useful to practitioners who want to learn more about Monte Carlo and quasi–Monte Carlo methods and researchers interested in an up-to-date guide to these methods.
Author: Kenneth H. Rosen
Publisher: CRC Press
ISBN: 135164405X
Category : Mathematics
Languages : en
Pages : 1611
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Book Description
Handbook of Discrete and Combinatorial Mathematics provides a comprehensive reference volume for mathematicians, computer scientists, engineers, as well as students and reference librarians. The material is presented so that key information can be located and used quickly and easily. Each chapter includes a glossary. Individual topics are covered in sections and subsections within chapters, each of which is organized into clearly identifiable parts: definitions, facts, and examples. Examples are provided to illustrate some of the key definitions, facts, and algorithms. Some curious and entertaining facts and puzzles are also included. Readers will also find an extensive collection of biographies. This second edition is a major revision. It includes extensive additions and updates. Since the first edition appeared in 1999, many new discoveries have been made and new areas have grown in importance, which are covered in this edition.
Author: Osman Balci
Publisher: Society for Computer Simulation International
ISBN: 9780911801729
Category : Computers
Languages : en
Pages : 1036
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Book Description
Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 1280
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Book Description
Author: Reuven Y. Rubinstein
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 282
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Book Description
A theoretical treatment of Monte Carlo optimization--simulation using perturbation analysis, adaptive methods, and variance reduction techniques. Emphasizes concepts rather than mathematical completeness. Shows how to use simulation and Monte Carlo methods efficiently for estimating performance measures, sensitivities and optimization of stochastic systems.
Author: Osman Balci
Publisher:
ISBN:
Category : Computer simulation
Languages : en
Pages : 604
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Book Description
Author: Edward A. MacNair
Publisher:
ISBN: 9780911801583
Category :
Languages : en
Pages : 1166
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Book Description
