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作者: ÈüÀ¥   ÓÖÏë͵»»ÕùÂ۵㣿³­Ó¢Îİٿƺͳ£ÓÃÈí¼þMatlab¹ÙÍø¡£ 2023-05-01 11:12:46  [点击:2454]
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һѧҪļMatlab

https://www.mathworks.com/matlabcentral/fileexchange/89782-monte-carlo-simulation

Monte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be deterministic in principle. They are often used in physical and mathematical problems and are most useful when it is difficult or impossible to use other approaches. Monte Carlo methods are mainly used in three problem classes: optimization, numerical integration, and generating draws from a probability distribution.

ǡϢϵͳٿȫ顷ӢάƣǶؿ޷MCMĽͣ
Encyclopedia of Information Systems, 2003
Simulation models can be generally classified into one of three major types, namely, continuous event simulation, discrete event simulation, and Monte Carlo simulation or Monte Carlo methods (MCM). In simple terms, MCM may be any procedure that uses randomly generated numbers to solve a problem. By this definition, any simulation model can be considered as using MCM. Law and Kelton use the term Monte Carlo Method to define a procedure that uses randomly generated variables to solve problems in which the passage of time is not of consequence (i.e., the problem is static in nature). Pritsker (1995) defines the aim of discrete and continuous event simulation as reproducing the activities of the entities in a system over time, to better understand the behavior and performance of a system. We use both these definitions to classify MCM problems as those simulation problems that either do not involve the passage of time and/or do not involve entities and activities.
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