Items related to Simulation and the Monte Carlo Method (Wiley Series...
Synopsis
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.
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From the Publisher
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. 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.
About the Author
Reuven Y. Rubinstein, DSc, is Professor Emeritus in the Faculty of Industrial Engineering and Management at Technion-Israel Institute of Technology. He has served as a consultant at numerous large-scale organizations, such as IBM, Motorola, and NEC. The author of over 100 articles and six books, Dr. Rubinstein is also the inventor of the popular score-function method in simulation analysis and generic cross-entropy methods for combinatorial optimization and counting.
Dirk P. Kroese, PhD, is Senior Lecturer in Statistics in the Department of Mathematics at The University of Queensland, Australia. He has published over fifty articles in a wide range of areas in applied probability and statistics, including Monte Carlo methods, cross-entropy, randomized algorithms, tele-traffic theory, reliability, computational statistics, applied probability, and stochastic modeling.
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