Publisher description for Simulation and the Monte Carlo method / Reuven Y. Rubinstein.


Bibliographic record and links to related information available from the Library of Congress catalog


Information from electronic data provided by the publisher. May be incomplete or contain other coding.


Counter Provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences for the solution of a wide spectrum of engineering and scientific problems. Contains standard material usually considered in Monte Carlo simulation as well as new material such as variance reduction techniques, regenerative simulation, and Monte Carlo optimization.

Library of Congress subject headings for this publication: Monte Carlo method, Digital computer simulation