Monte Carlo method

Monte Carlo method
Gen Mgt
a statistical technique used in business decision making that involves a number of uncertain variables, such as capital investment and resource allocation. The name of the Monte Carlo method derives from the use of random numbers as generated by a roulette wheel. The numbers are used in repeated simulations, often performed by spreadsheet programs on computers, to calculate a variety of possible outcomes. The technique was developed by mathematicians in the early 1960s for use in nuclear physics and operational research but has since been used more widely.

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  • Monte-Carlo method — Monte Karlo metodas statusas T sritis Standartizacija ir metrologija apibrėžtis Apytikslis kai kurių uždavinių sprendimo metodas, pagrįstas atsitiktinių dydžių verčių modeliavimu ir ieškomųjų dydžių verčių statistiniu įvertinimu. atitikmenys:… …   Penkiakalbis aiškinamasis metrologijos terminų žodynas

  • Monte Carlo method — Monte Karlo metodas statusas T sritis automatika atitikmenys: angl. Monte Carlo method vok. Monte Carlo Methode, f rus. метод Монте Карло, m pranc. méthode de Monte Carlo, f …   Automatikos terminų žodynas

  • Monte-Carlo method — Monte Karlo metodas statusas T sritis fizika atitikmenys: angl. Monte Carlo method vok. Monte Carlo Verfahren, n rus. метод Монте Карло, m pranc. méthode de Monte Carlo, f …   Fizikos terminų žodynas

  • Monte-Carlo Method —  Monte Carlo Method  Метод Монте Карло   Численный метод, основанный на получении большого числа реализаций стохастического (случайного) процесса, который формируется таким образом, чтобы его вероятностные характеристики совпадали с аналогичными… …   Толковый англо-русский словарь по нанотехнологии. - М.

  • Monte Carlo method — ☆ Monte Carlo method n. a technique for obtaining an approximate solution to certain mathematical and physical problems, characteristically involving the replacement of a probability distribution by sample values and usually done on a computer …   English World dictionary

  • Monte Carlo method — Not to be confused with Monte Carlo algorithm. Computational physics …   Wikipedia

  • Monte Carlo method in statistical physics — Monte Carlo in statistical physics refers to the application of the Monte Carlo method to problems in statistical physics, or statistical mechanics. Contents 1 Overview 2 Importance sampling 2.1 Canonical …   Wikipedia

  • Monte Carlo method for photon transport — Modeling photon propagation with Monte Carlo methods is a flexible yet rigorous approach to simulate photon transport. In the method, local rules of photon transport are expressed as probability distributions which describe the step size of… …   Wikipedia

  • Monte Carlo method — Statistics. a technique for numerically approximating the solution of a mathematical problem by studying the distribution of some random variable, often generated by a computer. [1945 50; alluding to the randomness of such a method, as… …   Universalium

  • Monte Carlo method — noun a method of computer simulation in which probabilistic methods are employed to estimate a solution to problems too complex or ill defined to program directly. {from Monte Carlo} …  

  • Monte Carlo method — n. Statistics a method of using the random sampling of numbers in order to estimate the solution to a numerical problem. Etymology: Monte Carlo in Monaco, famous for its gambling casino …   Useful english dictionary

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