Code: 01421003

Stochastic Simulation: Algorithms and Analysis

Name: Stochastic Simulation: Algorithms and Analysis
Brand: Springer-Verlag New York Inc.
SKU: 01421003
Price: 60.63 EUR
Availability: InStock
Author: S
ISBN: 9781441921468

by S, Peter W. Glynn

Language: English
Binding: Paperback
Number of pages: 476
Publisher: Springer-Verlag New York Inc., 2010
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Book synopsis

Soren Asmussen and Peter Glynn were awarded the Outstanding Simulation Publication Award presented by the INFORMS SImulation Society in December 2008.§This book provides a broad treatment of sampling-based computational methods, as well as accompanying mathematical analysis of the convergence properties of the methods discussed. General methods and model-specific algorithms are discussed.