Conditional Monte Carlo: Gradient Estimation and Optimization Applications (The Springer International Series in Engineering and Computer Science)
Bernd F. Heidergott
It is nice to be the first reader to review this book. From the perspective of a student, who took the class of Discrete Event System Simulation, I think the book helps in both theoretical and application aspects. It gives quite a few examples in Inventory Control, Financial Derivative Pricing, Queueing Systems. A little bit deep for a new starter.
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The book removed at the request of the copyright holder.