£149.65

Springer Conditional Monte Carlo - Gradient Estimation Book

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Description

Conditional Monte Carlo: Gradient Estimation and Optimization Applications provides a deep look into gradient estimation techniques through perturbation analysis. Using conditional expectation as a foundation, this text focuses on the primary setting of discrete-event stochastic simulation to help researchers solve complex mathematical problems. This book is designed to serve two distinct audiences. For established researchers in the field, it offers a unified perspective and a comprehensive summary of the current state of the art. For those entering the field, it provides a systematic approach to understanding these advanced methods. The text covers practical applications across several important domains, including queueing and inventory management. It also extends to diverse areas such as statistical quality control, financial derivatives, and pricing. Whether you are studying computer science or engineering, this volume offers the technical depth needed to master optimization and stochastic simulation.

Key Features

Covers gradient estimation techniques based on perturbation analysis and the use of conditional expectation.

Provides a primary focus on discrete-event stochastic simulation for technical applications.

Includes practical application examples in queueing, inventory management, and statistical quality control.

Explores specialized uses in financial derivatives and pricing models.

Offers a unified perspective for experienced researchers to stay current with the state of the art.

Delivers a systematic introduction for new researchers entering the field of optimization.

Product Specifications

Format
paperback
Domain
Amazon UK
Publication Date
08 October 2012
Listed Since
14 July 2013

Barcode

No barcode data available

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