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Simulation and the Monte Carlo Method

Simulation and the Monte Carlo Method by Reuven Y. Rubinstein
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This book provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences for the solution of a wide spectrum of engineering and scientific problems. It contains standard material usually considered in Monte Carlo simulation as well as new material such as variance reduction techniques, regenerative simulation, and Monte Carlo optimization.
Wiley; September 2009
307 pages; ISBN 9780470317228
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Title: Simulation and the Monte Carlo Method
Author: Reuven Y. Rubinstein
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