{"product_id":"conditional-monte-carlo-gradient-estimation-and-optimization-applications-von-michael-c-fu-jian-qiang-hu","title":"Conditional Monte Carlo","description":"\n                                \n                \u003cem\u003eConditional Monte Carlo: Gradient Estimation and  Optimization\u003c\/em\u003e\n                                 \n                \n                \u003cem\u003eApplications\u003c\/em\u003e\n                                 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 book offers a unified perspective and adequately summarizes  the state of the art. To researchers new to the area, this book offers  a more systematic and accessible means of understanding the techniques  without having to scour through the immense literature and learn a new  set of notation with each paper. To practitioners, this book provides  a number of diverse application areas that makes the intuition  accessible without having to fully commit to understanding all the  theoretical niceties. In sum, the objectives of this monograph are  two-fold: to bring together many of the interesting developments in  perturbation analysis based on conditioning under a more unified  framework, and to illustrate the diversity of applications to which  these techniques can be applied. \n                \n                \u003cbr\u003e\n                                  \n                \n                \u003cem\u003eConditional Monte Carlo: Gradient Estimation and Optimization\u003c\/em\u003e\n                                  \n                \n                \u003cem\u003eApplications\u003c\/em\u003e\n                                 is suitable as a secondary text for graduate level  courses on stochastic simulations, and as a reference for researchers  and practitioners in industry.\n            \n            \u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9780792398738\"\u003e\u003ch3\u003eGradient Estimation and Optimization Applications\u003c\/h3\u003e\u003c\/div\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9781461378891\"\u003e\u003ch3\u003eGradient Estimation and Optimization Applications\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Hardcover - 9780792398738","offer_id":50725721798,"sku":"9780792398738","price":213.99,"currency_code":"EUR","in_stock":true},{"title":"Softcover - 9781461378891","offer_id":39415603626077,"sku":"9781461378891","price":213.99,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/f78f77c5-fb9d-490b-a954-5b615b1708e8.jpg?v=1766641494","url":"https:\/\/shop.autorenwelt.de\/products\/conditional-monte-carlo-gradient-estimation-and-optimization-applications-von-michael-c-fu-jian-qiang-hu","provider":"Autorenwelt Shop","version":"1.0","type":"link"}