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Advances in Stochastic Simulation Methods
Language: en
Pages: 395
Authors: N. Balakrishnan
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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This is a volume consisting of selected papers that were presented at the 3rd St. Petersburg Workshop on Simulation held at St. Petersburg, Russia, during June
Stochastic Simulation and Monte Carlo Methods
Language: en
Pages: 264
Authors: Carl Graham
Categories: Mathematics
Type: BOOK - Published: 2013-07-16 - Publisher: Springer Science & Business Media

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In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practit
Advances in Stochastic Simulation Methods
Language: en
Pages: 386
Authors: N. Balakrishnan
Categories: Computer simulation
Type: BOOK - Published: 2000-01-01 - Publisher: Boston : Birkhäuser

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This carefully edited book discusses new methods and applications for stochastic simulation and experimental design with the focus on methodological issues and
Advanced Simulation-Based Methods for Optimal Stopping and Control
Language: en
Pages: 366
Authors: Denis Belomestny
Categories: Business & Economics
Type: BOOK - Published: 2018-01-31 - Publisher: Springer

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This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative
Stochastic Simulation Optimization
Language: en
Pages: 246
Authors: Chun-hung Chen
Categories: Computers
Type: BOOK - Published: 2011 - Publisher: World Scientific

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With the advance of new computing technology, simulation is becoming very popular for designing large, complex and stochastic engineering systems, since closed-