Conditional Monte Carlo: Gradient Estimation and Optimization Applications (Kluwer International Series in Engineering and Computer Science)

Rating:
Summary: It is really a good book.
Review: 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.