Monte carlo methods
Auteur :
Hammersley, J.
Éditeur :
Springer
ISBN :
9789400958210
Date de publication :
2 oct. 2011
Dimensions :
19,8 x 12,9 cm
Langue :
Anglais
Pays d'origine :
Nederlands
This monograph surveys the present state of Monte Carlo methods. For the sake of completeness, we cast a very brief glance in Chapter 4 at the direct simulation used in industrial and operational research, where the very simplest Monte Carlo techniques are usually sufficient.