1592487
9780471089179
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.Rubinstein, Reuven Y. is the author of 'Simulation and the Monte Carlo Method' with ISBN 9780471089179 and ISBN 0471089176.
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