£115.81

Springer Strategies for Quasi-Monte Carlo - Operations Research

Name: Springer Strategies for Quasi-Monte Carlo - Operations Research
Brand: Springer
Price: 115.81 GBP
Availability: InStock

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Description

Strategies for Quasi-Monte Carlo provides a comprehensive framework for designing and analyzing randomized quasi-Monte Carlo (RQMC) methods. This volume, part of the International Series in Operations Research and Management Science, focuses on improving simulation efficiency through advanced mathematical strategies. The text explains how to structure problems to identify a small set of important variables, known as the effective dimension, while managing less significant variables. This approach allows for much higher efficiency in simulations. The book also covers the importance of smoothing techniques to enhance results. Readers will find practical illustrations involving Poisson processes and Gaussian processes. Because RQMC can beat traditional grids by a large margin, understanding these methods is vital for those working with low effective dimensions where RQMC provides an order-of-magnitude advantage in performance.

Key Features

Builds a professional framework to design and analyze randomized quasi-Monte Carlo (RQMC) strategies.

Explains how to identify effective dimension by isolating important variables from insignificant ones.

Includes detailed illustrations for practical application in Poisson processes and Gaussian processes.

Provides methods for smoothing to improve simulation outcomes and efficiency.

Demonstrates how RQMC outperforms traditional grids by a significant margin in many scenarios.

Product Specifications

Brand: Springer
Format: hardcover
ASIN: 0792385802
Category: Books > Subjects > Business, Finance & Law > Management > Management Skills > Decision Making
Domain: Amazon UK
Release Date: 31 August 1999
Listed Since: 15 February 2007

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Springer Strategies for Quasi-Monte Carlo - Operations Research

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