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Conditional Monte Carlo
Fu, Michael C.; Hu, Jian-Qiang
€ 257.53
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Description for Conditional Monte Carlo
Hardback. Deals with various gradient estimation techniques of perturbation analysis based on the use of conditional expectation. This book presents applications to queueing and inventory, and to other diverse areas such as financial derivatives, pricing and statistical quality control. Series: The Springer International Series in Engineering and Computer Science. Num Pages: 399 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 23. Weight in Grams: 763.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
1997
Publisher
Kluwer Academic Publishers United States
Number of pages
399
Condition
New
Series
The Springer International Series in Engineering and Computer Science
Number of Pages
399
Place of Publication
Dordrecht, Netherlands
ISBN
9780792398738
SKU
V9780792398738
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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