Overview
Part of the book series: The Springer International Series in Engineering and Computer Science (SECS, volume 392)
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Table of contents(8 chapters)
About this book
Conditional Monte Carlo: Gradient Estimation and Optimization Applications is suitable as a secondary text for graduate level courses on stochastic simulations, and as a reference for researchers and practitioners in industry.
Authors and Affiliations
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University of Maryland, College Park, USA
Michael Fu
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Boston University, Boston, USA
Jian-Qiang Hu
Bibliographic Information
Book Title: Conditional Monte Carlo
Book Subtitle: Gradient Estimation and Optimization Applications
Authors: Michael Fu, Jian-Qiang Hu
Series Title: The Springer International Series in Engineering and Computer Science
DOI: https://doi.org/10.1007/978-1-4615-6293-1
Publisher: Springer New York, NY
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eBook Packages: Springer Book Archive
Copyright Information: Springer Science+Business Media New York 1997
Hardcover ISBN: 978-0-7923-9873-8Published: 31 March 1997
Softcover ISBN: 978-1-4613-7889-1Published: 08 October 2012
eBook ISBN: 978-1-4615-6293-1Published: 06 December 2012
Series ISSN: 0893-3405
Edition Number: 1
Number of Pages: XV, 399
Topics: Discrete Mathematics in Computer Science, Probability Theory and Stochastic Processes, Systems Theory, Control, Calculus of Variations and Optimal Control; Optimization