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Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability)

Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines. This book provides a broad treatment of such sampling-based methods , as well as accompanying mathematical analysis of the convergence properties of the methods discussed . The reach of the ideas is illustrated by discussing a wide range of applications and the models that have found wide usage. The first half of the book focusses on general methods, whereas the second half discusses model-specific algorithms.

Given the wide range of examples, exercises and applications students, practitioners and researchers in probability, statistics, operations research, economics, finance, engineering as well as biology and chemistry and physics will find the book of value.

Soren Asmussen is Professor of Applied Probability at Aarhus University, Denmark and Peter Glynn is Thomas Ford Professor of Engineering at Stanford University.

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	Science/Engineering Average-Cost Control of Stochastic Manufacturing Systems (Stochastic Modelling and Applied Probability) Average-Cost Control of Stochastic Manufacturing Systems (Stochastic Modelling and Applied Probability) Springer \| March 29, 2005 \| ISBN-10: 0387219471 \| 324 pages \| PDF \| 1.82 mbMost manufacturing systems are large, complex, and operate i ...
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	Mathematics Controlled Diffusion Processes (Stochastic Modelling and Applied Probability) Controlled Diffusion Processes (Stochastic Modelling and Applied Probability)Springer \| 3540709134 \| 2008-11-01 \| HTML & PDF \| 310 Pages \| 6 Mb This book deals with the optimal control of solutions of fully observable It?-type stochastic di ...
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