<p>Changes and additions are sprinkled throughout. Among the significant new features are: β’ Markov-chain simulation (Sections 1. 3, 2. 6, 3. 6, 4. 3, 5. 4. 5, and 5. 5); β’ gradient estimation (Sections 1. 6, 2. 5, and 4. 9); β’ better handling of asynchronous observations (Sections 3. 3 and 3. 6); β’
A Guide to Simulation
β Scribed by Paul Bratley, Bennett L. Fox, Linus E. Schrage (auth.)
- Publisher
- Springer US
- Year
- 1983
- Tongue
- English
- Leaves
- 398
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Table of Contents
Front Matter....Pages i-xix
Introduction....Pages 1-41
Variance Reduction....Pages 42-72
Output Analysis....Pages 73-113
Rational Choice of Input Distributions....Pages 114-133
Nonuniform Random Numbers....Pages 134-179
Uniform Random Numbers....Pages 180-213
Simulation Programming....Pages 214-266
Programming to Reduce the Variance....Pages 267-287
Back Matter....Pages 289-383
β¦ Subjects
Systems Theory, Control; Calculus of Variations and Optimal Control; Optimization
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