Overview
Part of the book series: International Series in Operations Research & Management Science (ISOR, volume 22)
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Table of contents (15 chapters)
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Front Matter
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Back Matter
Keywords
About this book
This monograph has been designed to appeal to a diverse audience, including those with applications in queueing, operations research, computational finance, mathematical programming, partial differential equations (both deterministic and stochastic), and particle transport, as well as to probabilists and statisticians wanting to know how to apply effectively a powerful tool, and to those interested in numerical integration or optimization in their own right. It recognizes that the heart of practical application is algorithms, so pseudocodes appear throughout the book. While not primarily a textbook, it is suitable as a supplementary text for certain graduate courses. As a reference, it belongs on the shelf of everyone with a serious interest in improving simulation efficiency. Moreover, it will be a valuable reference to all those individuals interested in improving simulation efficiency with more than incremental increases.
Authors and Affiliations
Bibliographic Information
Book Title: Strategies for Quasi-Monte Carlo
Authors: Bennett L. Fox
Series Title: International Series in Operations Research & Management Science
DOI: https://doi.org/10.1007/978-1-4615-5221-5
Publisher: Springer New York, NY
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eBook Packages: Springer Book Archive
Copyright Information: Springer Science+Business Media New York 1999
Hardcover ISBN: 978-0-7923-8580-6Published: 31 August 1999
Softcover ISBN: 978-1-4613-7379-7Published: 12 October 2012
eBook ISBN: 978-1-4615-5221-5Published: 06 December 2012
Series ISSN: 0884-8289
Series E-ISSN: 2214-7934
Edition Number: 1
Number of Pages: XXXIV, 368
Topics: Programming Techniques, Systems Theory, Control, Operations Research/Decision Theory, Probability Theory and Stochastic Processes, Optimization