Conditional Monte Carlo 53 Vorschläge des Unterausschusses des Reichsrats

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Conditional Monte Carlo 53 Vorschläge des Unterausschusses des ReichsratsConditional Monte Carlo: Gradient Estimation and Optimization Applications deals with various gradient estimation techniques of perturbation analysis based on the use of conditional expectation. The primary setting is discrete event stochastic simulation. This book presents applications to queueing and inventory, and to other diverse areas such as financial derivatives, pricing and statistical quality control. To researchers already in the area, this