Monte Carlo Optimization, Simulation and Sensitivity of Queuing Networks
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Book Details
Author(s)
Reuven Y. Rubinstein
Publisher
Krieger Pub Co
ISBN / ASIN
0894647644
ISBN-13
9780894647642
Marketplace
France 🇫🇷
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Description
A theoretical treatment of Monte Carlo optimization--simulation using perturbation analysis, adaptive methods, and variance reduction techniques. Emphasizes concepts rather than mathematical completeness. Shows how to use simulation and Monte Carlo methods efficiently for estimating performance measures, sensitivities and optimization of stochastic systems.
