Concept information
Término preferido
Monte Carlo simulation
Definición
- Monte Carlo simulation, also known as the Monte Carlo method or multiple probability simulation, is a mathematical technique used to estimate the possible outcomes of an uncertain event. The Monte Carlo method was invented by John von Neumann and Stanislaw Ulam during the Second World War to improve decision-making under uncertain conditions. Its name refers to the well-known casino in the city of Monaco, because the element of chance is at the heart of the modelling approach, as in a game of roulette. (Adapted and translated from: https://www.ibm.com/fr-fr/topics/monte-carlo-simulation)
Concepto genérico
Etiquetas alternativas
- Monte Carlo method
En otras lenguas
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francés
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méthode de Monte-Carlo
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méthode Monte-Carlo
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simulation de Monte-Carlo
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simulation de probabilités multiples
URI
http://data.loterre.fr/ark:/67375/QX8-1KXN0T67-M
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