by PeterW.Glynn (Author), SørenAsmussen (Author)
This book provides a broad treatment of sampling-based computational methods, as well as accompanying mathematical analysis of the convergence properties of the methods discussed. General methods and model-specific algorithms are discussed.
Format: Hardcover
Pages: 482
Publisher: Springer
Published: 23 Aug 2007
ISBN 10: 038730679X
ISBN 13: 9780387306797