Reuven Y Rubinstein: 2 books
by Reuven Y. Rubinstein, Dirk P. Kroese
Language: English
Release Date: October 21, 2016
Language: English
Release Date: October 21, 2016
This accessible new edition explores the major topics in Monte Carlo simulation that have arisen over the past 30 years and presents a sound foundation for problem solving
Simulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field and presents a fully...
by Reuven Y. Rubinstein, Ad Ridder, Radislav Vaisman
Language: English
Release Date: November 13, 2013
Language: English
Release Date: November 13, 2013
A comprehensive account of the theory and application of Monte Carlo methods
Based on years of research in efficient Monte Carlo methods for estimation of rare-event probabilities, counting problems, and combinatorial optimization, Fast Sequential Monte Carlo Methods for Counting and Optimization...