Conditional Monte Carlo : Gradient Estimation and Optimization Applications

Language: English

Published by Springer, Springer, 1997

0792398734 / 9780792398738

  • Hardcover
  • New
See all details

Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

5-star seller

AbeBooks seller since August 14, 2006

View this seller's items
Hardcover

Condition: New

£ 196.38

£ 54.67 shipping 
Ships from Germany to U.S.A.

Quantity: 1 available

Add to basket

Item description from seller

Druck auf Anfrage Neuware - Printed after ordering - 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.

Seller Inventory # 9780792398738

Title
Conditional Monte Carlo : Gradient Estimation and Optimization Applications
Author
Michael C. Fu
Publisher
Springer, Springer
Publication year
1997
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0792398734
ISBN 13
9780792398738
Item weight
793 grams
Dimensions
241x160x28 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

Shipping rates from Germany to U.S.A.

Item30 to 40 business days7 to 14 business days
First item£ 54.67£ 63.21
Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.

Payment methods

VisaMastercardAmerican ExpressApple PayGoogle Pay
Bank Wire TransferCheckPaypal

Store description

Das Unternehmen AHA-BUCH GmbH: Seit der Gründung von AHA-BUCH im Juli 2005 ist unser Hauptziel, zufriedenen Kunden so schnell und so preisgünstig wie möglich ihren Bücherwunsch zu erfüllen. Unsere Firma beschäftigt 16 Mitarbeiter, die nur ein Ziel kennen: den Kunden und seine Wünsche! Auf über 3700 m2 Fläche haben wir über 100.000 Bücher, Modernes Antiquariat und Spiele auf Lager.

Specialty

Kinderbücher & Kinderhör Casetten, German Books, Software, Natur & Tiere, Ratgeber, Sachbücher, Englische Bücher, Medizin & Gesundheit, Universität & Studium

Seller's business information

AHA-BUCH GmbH

Garlebsen 48
Einbeck, Germany 37574