Strategies for Quasi-Monte Carlo - International Series in Operations Research & Management Science 22 (Paperback)Bennett L. Fox (author)
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This monograph has been designed to appeal to a diverse audience, including those with applications in queueing, operations research, computational finance, mathematical programming, partial differential equations (both deterministic and stochastic), and particle transport, as well as to probabilists and statisticians wanting to know how to apply effectively a powerful tool, and to those interested in numerical integration or optimization in their own right. It recognizes that the heart of practical application is algorithms, so pseudocodes appear throughout the book. While not primarily a textbook, it is suitable as a supplementary text for certain graduate courses. As a reference, it belongs on the shelf of everyone with a serious interest in improving simulation efficiency. Moreover, it will be a valuable reference to all those individuals interested in improving simulation efficiency with more than incremental increases.
Publisher: Springer-Verlag New York Inc.
Number of pages: 368
Weight: 623 g
Dimensions: 235 x 155 x 21 mm
Edition: Softcover reprint of the original 1st ed. 199