Monte Carlo Optimization, Simulation and Sensitivity of Queueing Networks

by Reuven Y. Rubinstein

A theoretical treatment of Monte Carlo optimization--simulation using perturbation analysis, adaptive methods, and variance reduction techniques. Emphasizes concepts rather than mathematical completeness. Shows how to use simulation and Monte Carlo methods efficiently for estimating performance measures, sensitivities and optimization of stochastic systems.

• Format: Hardcover
• Language: English
• ISBN: 0471819298
• ISBN13: 9780471819295
• Release Date: September 1986
• Publisher: Wiley
• Length: 288 Pages
• Weight: 1.10 lbs.