Sinossi
Conditional Monte Carlo: Gradient Estimation and Optimization Applications deals with various gradient estimation techniques of perturbation analysis based on the use of conditional expectation. The primary setting is discrete-event stochastic simulation. This book presents applications to queueing and inventory, and to other diverse areas such as financial derivatives, pricing and statistical quality control. To researchers already in the area, this book offers a unified perspective and adequately summarizes the state of the art. To researchers new to the area, this book offers a more systematic and accessible means of understanding the techniques without having to scour through the immense literature and learn a new set of notation with each paper. To practitioners, this book provides a number of diverse application areas that makes the intuition accessible without having to fully commit to understanding all the theoretical niceties. In sum, the objectives of this monograph are two-fold: to bring together many of the interesting developments in perturbation analysis based on conditioning under a more unified framework, and to illustrate the diversity of applications to which these techniques can be applied.
Conditional Monte Carlo: Gradient Estimation and Optimization Applications is suitable as a secondary text for graduate level courses on stochastic simulations, and as a reference for researchers and practitioners in industry.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Contenuti
Preface. Selected Notation. 1. Introduction. 2. Three Extended Examples. 3. Conditional Monte Carlo Gradient Estimation. 4. Links to Other Settings. 5. Synopsis and Preview. 6. Queueing Systems. 7. (s,S) Inventory Systems. 8. Other Applications. References. Index. Corrections to Conditional Monte Carlo: Gradient Estimation and Optimization Applications (Kluwer International Series in Engineering and Computer Science, 392) by Michael C. Fu and Jian-Qiang Hu can be found at the Internet.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Altre edizioni note dello stesso titolo
Risultati della ricerca per Conditional Monte Carlo: Gradient Estimation and Optimizatio...
Immagini fornite dal venditore
Conditional Monte Carlo: Gradient Estimation and Optimization Applications
Editore:
Kluwer Academic Publishers, U.S.A., 1997
ISBN 10: 0792398734
ISBN 13: 9780792398738
Antico o usato
Rilegato
Da: Bowman Books, Wooster, OH, U.S.A.
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: Fine. No Jacket. Glossy pictorial hardcover binding is clean and tight. The interior and text are clean and unmarked. NOT ex-lib. A clean, tight copy; unused and as new. xiv, 399pp. With bibliography and index. Codice articolo 006994
Compra usato
EUR 177,41
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Conditional Monte Carlo
Print on DemandDa: moluna, Greven, Germania
Valutazione del venditore 5 su 5 stelle
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Conditional Monte Carlo: Gradient Estimation and Optimization Applications deals with various gradient estimation techniques of perturbation analysis based on the use of conditional expectation. The primary setting is discrete-event st. Codice articolo 5971785
Compra nuovo
EUR 180,07
Spedizione EUR 48,99
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Conditional Monte Carlo: Gradient Estimation and Optimization Applications (The Springer International Series in Engineering and Computer Science, 392)
Da: California Books, Miami, FL, U.S.A.
Valutazione del venditore 4 su 5 stelle
Condizione: New. Codice articolo I-9780792398738
Compra nuovo
EUR 230,69
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Conditional Monte Carlo
Print on DemandDa: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Conditional Monte Carlo: Gradient Estimation and Optimization Applications deals with various gradient estimation techniques of perturbation analysis based on the use of conditional expectation. The primary setting is discrete-event stochastic simulation. This book presents applications to queueing and inventory, and to other diverse areas such as financial derivatives, pricing and statistical quality control. To researchers already in the area, this book offers a unified perspective and adequately summarizes the state of the art. To researchers new to the area, this book offers a more systematic and accessible means of understanding the techniques without having to scour through the immense literature and learn a new set of notation with each paper. To practitioners, this book provides a number of diverse application areas that makes the intuition accessible without having to fully commit to understanding all the theoretical niceties. In sum, the objectives of this monograph are two-fold: to bring together many of the interesting developments in perturbation analysis based on conditioning under a more unified framework, and to illustrate the diversity of applications to which these techniques can be applied. Conditional Monte Carlo: Gradient Estimation and Optimization Applications is suitable as a secondary text for graduate level courses on stochastic simulations, and as a reference for researchers and practitioners in industry. 420 pp. Englisch. Codice articolo 9780792398738
Compra nuovo
EUR 213,99
Spedizione EUR 23,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 2 disponibili
Foto dell'editore
Conditional Monte Carlo: Gradient Estimation and Optimization Applications (The Springer International Series in Engineering and Computer Science, 392)
Da: Ria Christie Collections, Uxbridge, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. In. Codice articolo ria9780792398738_new
Compra nuovo
EUR 223,70
Spedizione EUR 13,87
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Conditional Monte Carlo | Gradient Estimation and Optimization Applications
Print on DemandDa: preigu, Osnabrück, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. Conditional Monte Carlo | Gradient Estimation and Optimization Applications | Michael C. Fu (u. a.) | Buch | xv | Englisch | 1997 | Springer | EAN 9780792398738 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand. Codice articolo 102548714
Compra nuovo
EUR 186,70
Spedizione EUR 70,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 5 disponibili
Foto dell'editore
Conditional Monte Carlo : Gradient Estimation and Optimization Applications
Da: Buchpark, Trebbin, Germania
Valutazione del venditore 5 su 5 stelle
Condizione: Gut. Zustand: Gut | Seiten: 420 | Sprache: Englisch | Produktart: Bücher | Conditional Monte Carlo: Gradient Estimation and Optimization Applications deals with various gradient estimation techniques of perturbation analysis based on the use of conditional expectation. The primary setting is discrete-event stochastic simulation. This book presents applications to queueing and inventory, and to other diverse areas such as financial derivatives, pricing and statistical quality control. To researchers already in the area, this book offers a unified perspective and adequately summarizes the state of the art. To researchers new to the area, this book offers a more systematic and accessible means of understanding the techniques without having to scour through the immense literature and learn a new set of notation with each paper. To practitioners, this book provides a number of diverse application areas that makes the intuition accessible without having to fully commit to understanding all the theoretical niceties. In sum, the objectives of this monograph are two-fold: to bring together many of the interesting developments in perturbation analysis based on conditioning under a more unified framework, and to illustrate the diversity of applications to which these techniques can be applied. Conditional Monte Carlo: Gradient Estimation and Optimization Applications is suitable as a secondary text for graduate level courses on stochastic simulations, and as a reference for researchers and practitioners in industry. Codice articolo 3018707/3
Compra usato
EUR 156,37
Spedizione EUR 105,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 1 disponibili
Foto dell'editore
Conditional Monte Carlo
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Valutazione del venditore 5 su 5 stelle
Condizione: New. Deals with various gradient estimation techniques of perturbation analysis based on the use of conditional expectation. This book presents applications to queueing and inventory, and to other diverse areas such as financial derivatives, pricing and statistical quality control. Series: The Springer International Series in Engineering and Computer Science. Num Pages: 399 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 23. Weight in Grams: 763. . 1997. Hardback. . . . . Codice articolo V9780792398738
Compra nuovo
EUR 259,04
Spedizione EUR 10,50
Spedito da Irlanda a U.S.A.
Spedito da Irlanda a U.S.A.
Quantità: 15 disponibili
Immagini fornite dal venditore
Conditional Monte Carlo
Editore:
Springer, Springer Mär 1997, 1997
ISBN 10: 0792398734
ISBN 13: 9780792398738
Nuovo
Rilegato
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Conditional Monte Carlo: Gradient Estimation and Optimization Applications deals with various gradient estimation techniques of perturbation analysis based on the use of conditional expectation. The primary setting is discrete-event stochastic simulation. This book presents applications to queueing and inventory, and to other diverse areas such as financial derivatives, pricing and statistical quality control. To researchers already in the area, this book offers a unified perspective and adequately summarizes the state of the art. To researchers new to the area, this book offers a more systematic and accessible means of understanding the techniques without having to scour through the immense literature and learn a new set of notation with each paper. To practitioners, this book provides a number of diverse application areas that makes the intuition accessible without having to fully commit to understanding all the theoretical niceties. In sum, the objectives of this monograph are two-fold: to bring together many of the interesting developments in perturbation analysis based on conditioning under a more unified framework, and to illustrate the diversity of applications to which these techniques can be applied.Conditional Monte Carlo: Gradient Estimation and Optimization Applications is suitable as a secondary text for graduate level courses on stochastic simulations, and as a reference for researchers and practitioners in industry.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 420 pp. Englisch. Codice articolo 9780792398738
Compra nuovo
EUR 213,99
Spedizione EUR 60,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 1 disponibili
Foto dell'editore
Conditional Monte Carlo
Da: Books Puddle, New York, NY, U.S.A.
Valutazione del venditore 4 su 5 stelle
Condizione: New. pp. 420. Codice articolo 26318055
Compra nuovo
EUR 277,09
Spedizione EUR 3,44
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 4 disponibili