Contacto
Como comprar
Entrega
Guia de compras
Conditional Monte Carlo
Gradient Estimation and Optimization Applications
Inglês
444 b
Política de devolução de 30 dias
Os clientes também compraram
/
Capa mole
11.60
€
/
Capa mole
26.85
€
/
Capa mole
27.66
€
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 o livro
Inglês
Categorias
Ofereça este livro hoje
É fácil
1 Adicione ao carrinho e escolha Entregar como presente ao finalizar a compra 2 Receberá um vale 3 O livro chegará ao endereço do destinatárioTambém pode estar interessado em
/
Capa mole
55.73
€
/
Livro de capa dura
28.56
€
/
Livro de capa dura
166.69
€
/
Capa mole
21.60
€
/
Capa mole
22.51
€
/
Livro de capa dura
72.79
€
/
Livro de capa dura
45.53
€
/
Livro de capa dura
144.68
€
Olá! Sou o Libroamiko, o seu conselheiro de livros.
Como posso ajudar?