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1.

図書
図書
1. Simulation and the Monte Carlo method
Reuven Y. Rubinstein
出版情報: New York : Wiley, c1981  xv, 278 p. ; 24 cm
シリーズ名: Wiley series in probability and mathematical statistics ; . Probability and mathematical statistics
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目次情報: 続きを見る
Systems, Models, Simulation and the Monte Carlo Method
Random Number Generation
Random Variate Generation
Monte Carlo Integration and Variance Reduction Techniques
Linear Equations and Markov Chains
Regenerative Method for Simulation Analysis
Monte Carlo Optimization
Appendix
Exercises
References
Index
Systems, Models, Simulation and the Monte Carlo Method
Random Number Generation
Random Variate Generation
2.

図書
図書
2. Modern simulation and modeling
Reuven Y. Rubinstein, Benjamin Melamed
出版情報: New York : Wiley, c1998  xvii, 352 p. ; 25 cm
シリーズ名: Wiley series in probability and mathematical statistics ; . Applied probability and statistics
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Conventional Simulation
Systems, Models, and Simulation
Random Numbers, Variates, and Stochastic Process Generation
Output Analysis of Discrete-Event Systems via Simulation
Variance Reduction Techniques
Modern Simulation
Sensitivity Analysis and Optimization of Discrete-Event Static Systems (DESS)
Sensitivity Analysis and Optimization of Discrete-Event Dynamic Systems: Distributed Parameters
Sensitivity of Analysis of Discrete-Event Dynamic Systems: Structural Parameters
Response Surface Methodology via the Score Function Method
Estimating Rare-Event Probabilities and Related Optimization Issues
Index
Conventional Simulation
Systems, Models, and Simulation
Random Numbers, Variates, and Stochastic Process Generation
3.

電子ブック
ＥＢ
3. Fast sequential Monte Carlo methods for counting and optimization
Reuven Y. Rubinstein, Ad Ridder, Radislav Vaisman
出版情報: Wiley Online Library - AutoHoldings Books , John Wiley & Sons, Incorporated, 2013
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4.

図書
図書
4. Monte Carlo optimization, simulation and sensitivity of queueing networks
Reuven Y. Rubinstein
出版情報: New York : Wiley, c1986  xi, 260 p. ; 24 cm
シリーズ名: Wiley series in probability and mathematical statistics ; . Applied probability and statistics
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5.

図書
図書
5. The cross-entropy method : a unified approach to combinatorial optimization, Monte-Carlo simluation, and machine learning (: hbk)
Reuven Y. Rubinstein, Dirk P. Kroese
出版情報: New York : Springer, c2004  xx, 300 p. ; 24 cm
シリーズ名: Information science and statistics / series editors M. Jordan ... [et al.]
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