simulation monte carlo method von rubinstein reuven y (13 Ergebnisse)

Zustand: Very Good. Very Good condition. Good dust jacket. A copy that may have a few cosmetic defects. May also contain light spine creasing or a few markings such as an owner's name, short gifter's inscription or light stamp.

Hardcover. Zustand: Good. No Jacket. Former library book; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 1.24.

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Hardcover. Zustand: Very Good. 3. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported.

Hardcover. Zustand: Good. 3. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported.

Kartoniert / Broschiert. Zustand: New. This accessible new edition explores the major topics in Monte Carlo simulationSimulation and the Monte Carlo Method, Second Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics tha.

hardcover. Zustand: Gut. 345 Seiten; 9780470177945.3 Gewicht in Gramm: 1.

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Zustand: New. In English.

Gebunden. Zustand: New. This accessible new edition explores the major topics in Monte Carlo simulation that have arisen over the past 30 years and presents a sound foundation for problem solvingSimulation and the Monte Carlo Method, Third Edition reflects the latest developments .

Gebunden. Zustand: New. A comprehensive and accessible introduction to the cross-entropy (CE) methodBased on an advanced undergraduate course on the CE method, given at the Israel Institute of Technology (Technion) for the last three yearsRubinstein is the pio.

Buch. Zustand: Neu. Neuware - This accessible new edition explores the major topics in Monte Carlo simulation that have arisen over the past 30 years and presents a sound foundation for problem solvingSimulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the state-of-the-art theory, methods and applications that have emerged in Monte Carlo simulation since the publication of the classic First Edition over more than a quarter of a century ago. While maintaining its accessible and intuitive approach, this revised edition features a wealth of up-to-date information that facilitates a deeper understanding of problem solving across a wide array of subject areas, such as engineering, statistics, computer science, mathematics, and the physical and life sciences. The book begins with a modernized introduction that addresses the basic concepts of probability, Markov processes, and convex optimization. Subsequent chapters discuss the dramatic changes that have occurred in the field of the Monte Carlo method, with coverage of many modern topics including: Markov Chain Monte Carlo, variance reduction techniques such as importance (re-)sampling, and the transform likelihood ratio method, the score function method for sensitivity analysis, the stochastic approximation method and the stochastic counter-part method for Monte Carlo optimization, the cross-entropy method for rare events estimation and combinatorial optimization, and application of Monte Carlo techniques for counting problems. An extensive range of exercises is provided at the end of each chapter, as well as a generous sampling of applied examples.The Third Edition features a new chapter on the highly versatile splitting method, with applications to rare-event estimation, counting, sampling, and optimization. A second new chapter introduces the stochastic enumeration method, which is a new fast sequential Monte Carlo method for tree search. In addition, the Third Edition features new material on:\* Random number generation, including multiple-recursive generators and the Mersenne Twister\* Simulation of Gaussian processes, Brownian motion, and diffusion processes\* Multilevel Monte Carlo method\* New enhancements of the cross-entropy (CE) method, including the 'improved' CE method, which uses sampling from the zero-variance distribution to find the optimal importance sampling parameters\* Over 100 algorithms in modern pseudo code with flow control\* Over 25 new exercisesSimulation and the Monte Carlo Method, Third Edition is an excellent text for upper-undergraduate and beginning graduate courses in stochastic simulation and Monte Carlo techniques. The book also serves as a valuable reference for professionals who would like to achieve a more formal understanding of the Monte Carlo method.Reuven Y. Rubinstein, DSc, was Professor Emeritus in the Faculty of Industrial Engineering and Management at Technion-Israel Institute of Technology. He served as a consultant at numerous large-scale organizations, such as IBM, Motorola, and NEC. The author of over 100 articles and six books, Dr. Rubinstein was also the inventor of the popular score-function method in simulation analysis and generic cross-entropy methods for combinatorial optimization and counting.Dirk P. Kroese, PhD, is a Professor of Mathematics and Statistics in the School of Mathematics and Physics of The University of Queensland, Australia. He has published over 100 articles and four books in a wide range of areas in applied probability and statistics, including Monte Carlo methods, cross-entropy, randomized algorithms, tele-traffic c theory, reliability, computational statistics, applied probability, and stochastic modeling.

Buch. Zustand: Neu. Neuware - This book is a comprehensive and accessible introduction to the cross-entropy (CE) method. The CE method started life around 1997 when the first author proposed an adaptive algorithm for rare-event simulation using a cross-entropy minimization technique. It was soon realized that the underlying ideas had a much wider range of application than just in rare-event simulation; they could be readily adapted to tackle quite general combinatorial and multi-extremal optimization problems, including many problems associated with the field of learning algorithms and neural computation. The book is based on an advanced undergraduate course on the CE method, given at the Israel Institute of Technology (Technion) for the last three years. It is aimed at a broad audience of engineers, computer scientists, mathematicians, statisticians and in general anyone, theorist or practitioner, who is interested in smart simulation, fast optimization, learning algorithms, image processing, etc. Our aim was to write a book on the CE method which was accessible to advanced undergraduate students and engineers who simply want to apply the CE method in their work, while at the same time accentu ating the unifying and novel mathematical ideas behind the CE method, so as to stimulate further research at a postgraduate level.