Bernd F. Heidergott — Conditional Monte Carlo: Gradient Estimation and Optimization Applications (The Springer International Series in Engineering and Computer Science)
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Название: Conditional Monte Carlo: Gradient Estimation and Optimization Applications (The Springer International Series in Engineering and Computer Science)
Автор: Bernd F. Heidergott
Аннотация:
It is nice to be the first reader to review this book. From the perspective of a student, who took the class of Discrete Event System Simulation, I think the book helps in both theoretical and application aspects. It gives quite a few examples in Inventory Control, Financial Derivative Pricing, Queueing Systems. A little bit deep for a new starter.