Kontakt
Jak kupować
Dostawa
Doradca ds. zakupów
Conditional Monte Carlo, 1
Gradient Estimation and Optimization Applications
Angielski
498 b
Nawet do 30 dni na zwrot
Klienci kupili także
/
Miękka
165.84
zł
/
Karta
65.61
zł
Conditional Monte Carlo: Gradient Estimation and Optimization Applications deals with various gradient estimation techniques of perturbation analysis based on the use of conditional expectation. The primary setting is discrete-event stochastic simulation. This book presents applications to queueing and inventory, and to other diverse areas such as financial derivatives, pricing and statistical quality control. To researchers already in the area, this book offers a unified perspective and adequately summarizes the state of the art. To researchers new to the area, this book offers a more systematic and accessible means of understanding the techniques without having to scour through the immense literature and learn a new set of notation with each paper. To practitioners, this book provides a number of diverse application areas that makes the intuition accessible without having to fully commit to understanding all the theoretical niceties. In sum, the objectives of this monograph are two-fold: to bring together many of the interesting developments in perturbation analysis based on conditioning under a more unified framework, and to illustrate the diversity of applications to which these techniques can be applied. §Conditional Monte Carlo: Gradient Estimation and Optimization Applications is suitable as a secondary text for graduate level courses on stochastic simulations, and as a reference for researchers and practitioners in industry.
Informacje o książce
Angielski
Kategoria
Podaruj tę książkę jeszcze dziś
To łatwe
1 Dodaj książkę do koszyka i wybierz „dostarczyć jako prezent” 2 W odpowiedzi wyślemy Ci bon 3 Książka dotrze na adres obdarowanegoMogłoby Cię także zainteresować
/
Miękka
446.97
zł
Cześć! Jestem Libroamiko, Twój doradca książkowy.
Jak mogę Ci pomóc?