Simulation and the Monte Carlo Method - Reuven Y. Rubinstein, Dirk P. Kroese - książka wyd. 2017

Opis

First published in 1981 and later expanded in its second edition (2007), the book has become a standard reference for researchers, practitioners, and students who want to understand how Monte Carlo methods can be used to solve complex problems in science, engineering, finance, and operations research. Rubinstein, one of the pioneers of simulation methodology, together with Kroese, provides a comprehensive treatment of both the theoretical foundations and the practical implementation of simulation algorithms.