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Rubinstein, Reuven Y.
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Simulation and the Monte Carlo method (3rd ed.)
Rubinstein R., Kroese D., Wiley Publishing, Hoboken, NJ, 2017. 432 pp. Type: Book (978-1-118632-16-1)
Many practical systems fall under the theoretical framework of uncertain dynamical systems, which are then conveniently modeled according to probabilistic or random models. Simulation of such models constitutes a very important aspect ...
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Jun 27 2018
Simulation and the Monte Carlo method (Wiley Series in Probability and Statistics)
Rubinstein R., Kroese D., Wiley-Interscience, 2007. 304 pp. Type: Book
This is not an easy book to read. But, if you need to learn how to use Monte Carlo in your simulations, this is probably the best single document I have ever read. Chapter 1 begins with a very broad explanation of basic statistic conce...
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Sep 3 2008
The cross entropy method: a unified approach to combinatorial optimization, Monte-Carlo simulation (Information Science and Statistics)
Rubinstein R., Kroese D., Springer-Verlag New York, Inc., Secaucus, NJ, 2004. Type: Book (9780387212401)
Rarely have I seen such a dense and straight to the point pedagogical monograph on such a modern subject. This excellent book, on the simulated cross-entropy method (CEM) pioneered by one of the authors (Rubinstein), is very well writt...
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Nov 23 2004
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