INTRODUCTION TO MONTE CARLO SIMULATION

被引：214
|
作者：
Raychaudhuri, Samik [1 ]
机构：
[1] Oracle Crystal Ball Global Business Unit, Broomfield, CO 80021 USA
来源：
2008 WINTER SIMULATION CONFERENCE, VOLS 1-5 | 2008年
关键词：
D O I：
10.1109/WSC.2008.4736059
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
This is an introductory tutorial on Monte Carlo simulation, a type of simulation that relies on repeated random sampling and statistical analysis to compute the results. In this paper, we will briefly describe the nature and relevance of Monte Carlo simulation, the way to perform these simulations and analyze results, and the underlying mathematical techniques required for performing these simulations. We will present a few examples from various areas where Monte Carlo simulation is used, and also touch on the current state of software in this area.
引用
收藏
页码：91 / 100
页数：10
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