A theoretical treatment of Monte Carlo optimization - simulation using perturbation analysis, adaptive methods, and variance reduction techniques. The book emphasizes concepts rather than mathematical completeness, and shows how to use simulation and Monte Carlo methods efficiently for estimating performance measures, sensitivities and optimization of stochastic systems.
- ISBN10 0471819298
- ISBN13 9780471819295
- Publish Date 2 September 1986
- Publish Status Out of Stock
- Out of Print 15 January 1993
- Publish Country US
- Imprint John Wiley & Sons Inc
- Format Hardcover
- Pages 288
- Language English