Contacto
Cómo comprar
Entrega
Guía de compras
Conditional Monte Carlo
Gradient Estimation and Optimization Applications
Inglés
552 b
Política de devolución de 30 días
Clientes que también han comprado
/
Tapa blanda
14.19
€
/
Tapa blanda
33.59
€
/
Tapa blanda
34.39
€
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.
Sobre el libro
Inglés
Regale este libro hoy
Es fácil
1 Añadir al carrito y elegir Entregar como regalo en el checkout 2 Le enviaremos un vale 3 El libro llegará a la dirección del destinatarioTambién puede interesarle
/
Tapa blanda
70.39
€
/
Tapa blanda
26.49
€
/
Tapa dura
205.49
€
/
Tapa dura
86.29
€
/
Tapa dura
55.29
€
/
Tapa blanda
40.29
€
¡Hola! Soy Libroamiko, tu asesor de libros.
¿Cómo puedo ayudarte?