MONTE CARLO OPTIMIZATION, SIMULATION AND SENSITIVITY OF QUEUEING NETWORKS

Author(s)

Rubinstein, Reuven Y.

 

 

Edition

Orig. Ed 1986, Reprint Ed. 1992

Pages

ISBN #

Cloth/Paper

U.S. Dollars

272

0-89464-764-4

C

$62.75

Description

Reviews

A theoretical treatment of Monte Carlo optimization-simulation using perturbation analysis, adaptive methods, and variance reduction techniques, this text emphasizes concepts rather than mathematical completeness. It shows how to use simulation and Monte Carlo methods efficiently for estimating performance measures, sensitivities and optimization of stochastic systems.

 

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Please note that this website is designed for informational purposes only, about our products and, is not intended as an e-commerce site. Prices are subject to change without notice. Shipping and special handling are not included. Krieger Publishing is the sole source for its products unless otherwise noted. Net prices shown are based on net realized return and do not indicate list prices or retail prices. Contact us for more information.

Revised 5/16/2018