Monte Carlo: Concepts, Algorithms, and Applications
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
1996
|
| Schriftenreihe: | Springer Series in Operations Research
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | This book provides an introduction to the Monte Carlo method suitable for a one-or two-semester course for graduate and advanced undergraduate students in the mathematical and engineering sciences. It also can serve as a reference for the professional analyst. In the past, my inability to provide students with a singlesource book on this topic for class and for later professional reference had left me repeatedly frustrated, and eventually motivated me to write this book. In addition to focused accounts of major topics, the book has two unifying themes: One concerns the effective use of information and the other concerns error control and reduction. The book describes how to incorporate information about a problem into a sampling plan in a way that reduces the cost of estimating its solution to within a specified error bound. Although exploiting special structures to reduce cost long has been a hallmark of the Monte Carlo method, the propensity of users of the method to discard useful information because it does not fit traditional textbook models repeatedly has impressed me. The present account aims at reducing the impediments to integrating this information. Errors, both statistical and computational, abound in every Monte Carlo sampling experiment, and a considerable methodology exists for controlling them |
| Beschreibung: | 1 Online-Ressource (XXV, 698 p) |
| ISBN: | 9781475725537 9781441928474 |
| ISSN: | 1431-8598 |
| DOI: | 10.1007/978-1-4757-2553-7 |
Internformat
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Datensatz im Suchindex
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| author | Fishman, George S. |
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| dewey-tens | 650 - Management and auxiliary services |
| discipline | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1007/978-1-4757-2553-7 |
| format | Electronic eBook |
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| isbn | 9781475725537 9781441928474 |
| issn | 1431-8598 |
| language | English |
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| spelling | Fishman, George S. Verfasser aut Monte Carlo Concepts, Algorithms, and Applications by George S. Fishman New York, NY Springer New York 1996 1 Online-Ressource (XXV, 698 p) txt rdacontent c rdamedia cr rdacarrier Springer Series in Operations Research 1431-8598 This book provides an introduction to the Monte Carlo method suitable for a one-or two-semester course for graduate and advanced undergraduate students in the mathematical and engineering sciences. It also can serve as a reference for the professional analyst. In the past, my inability to provide students with a singlesource book on this topic for class and for later professional reference had left me repeatedly frustrated, and eventually motivated me to write this book. In addition to focused accounts of major topics, the book has two unifying themes: One concerns the effective use of information and the other concerns error control and reduction. The book describes how to incorporate information about a problem into a sampling plan in a way that reduces the cost of estimating its solution to within a specified error bound. Although exploiting special structures to reduce cost long has been a hallmark of the Monte Carlo method, the propensity of users of the method to discard useful information because it does not fit traditional textbook models repeatedly has impressed me. The present account aims at reducing the impediments to integrating this information. Errors, both statistical and computational, abound in every Monte Carlo sampling experiment, and a considerable methodology exists for controlling them Economics Economics / Statistics Operations research Economics/Management Science Operation Research/Decision Theory Statistics for Business/Economics/Mathematical Finance/Insurance Management Statistik Wirtschaft Monte-Carlo-Simulation (DE-588)4240945-7 gnd rswk-swf 1\p (DE-588)4123623-3 Lehrbuch gnd-content Monte-Carlo-Simulation (DE-588)4240945-7 s 2\p DE-604 https://doi.org/10.1007/978-1-4757-2553-7 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Fishman, George S. Monte Carlo Concepts, Algorithms, and Applications Economics Economics / Statistics Operations research Economics/Management Science Operation Research/Decision Theory Statistics for Business/Economics/Mathematical Finance/Insurance Management Statistik Wirtschaft Monte-Carlo-Simulation (DE-588)4240945-7 gnd |
| subject_GND | (DE-588)4240945-7 (DE-588)4123623-3 |
| title | Monte Carlo Concepts, Algorithms, and Applications |
| title_auth | Monte Carlo Concepts, Algorithms, and Applications |
| title_exact_search | Monte Carlo Concepts, Algorithms, and Applications |
| title_full | Monte Carlo Concepts, Algorithms, and Applications by George S. Fishman |
| title_fullStr | Monte Carlo Concepts, Algorithms, and Applications by George S. Fishman |
| title_full_unstemmed | Monte Carlo Concepts, Algorithms, and Applications by George S. Fishman |
| title_short | Monte Carlo |
| title_sort | monte carlo concepts algorithms and applications |
| title_sub | Concepts, Algorithms, and Applications |
| topic | Economics Economics / Statistics Operations research Economics/Management Science Operation Research/Decision Theory Statistics for Business/Economics/Mathematical Finance/Insurance Management Statistik Wirtschaft Monte-Carlo-Simulation (DE-588)4240945-7 gnd |
| topic_facet | Economics Economics / Statistics Operations research Economics/Management Science Operation Research/Decision Theory Statistics for Business/Economics/Mathematical Finance/Insurance Management Statistik Wirtschaft Monte-Carlo-Simulation Lehrbuch |
| url | https://doi.org/10.1007/978-1-4757-2553-7 |
| work_keys_str_mv | AT fishmangeorges montecarloconceptsalgorithmsandapplications |