Simulation and the Monte Carlo Method: Third Edition

Simulation and the Monte Carlo Method: Third Edition

Volumn , Issue , 2016, Pages 1-414

  Rubinstein, Reuven Y ^a   Kroese, Dirk P ^b  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

^b UNIVERSITY OF QUEENSLAND   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; BROWNIAN MOVEMENT; COMBINATORIAL OPTIMIZATION; CONVEX OPTIMIZATION; ESTIMATION; IMPORTANCE SAMPLING; INTELLIGENT SYSTEMS; MARKOV PROCESSES; PROBLEM SOLVING; RANDOM NUMBER GENERATION; SAMPLING; SENSITIVITY ANALYSIS; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

LIKELIHOOD RATIO METHOD; MARKOV CHAIN MONTE-CARLO; MONTE CARLO OPTIMIZATION; MULTIPLE RECURSIVE GENERATORS; SEQUENTIAL MONTE CARLO METHODS; STOCHASTIC APPROXIMATION METHODS; STOCHASTIC SIMULATIONS; VARIANCE REDUCTION TECHNIQUES;

MONTE CARLO METHODS;

EID: 85018994673     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1002/9781118631980     Document Type: Book

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