Monte Carlo and discrete-event simulations in C and R.
Barry LawsonLawrence LeemisPublished in: WSC (2008)
Keyphrases
- monte carlo
- discrete event
- simulation model
- dynamic systems
- discrete event simulation
- simulation study
- crisis response
- markov chain
- importance sampling
- monte carlo simulation
- dynamical systems
- supervisory control
- mathematical model
- particle filter
- multiple faults
- monte carlo method
- monte carlo methods
- adaptive sampling
- complex systems
- mathematical modeling
- variance reduction
- matrix inversion
- monte carlo tree search
- point processes
- markovian decision
- stochastic approximation
- markov decision processes
- temporal difference
- search algorithm