Simulation using the Monte Carlo method,
Abstract
An investigation of the effectiveness of the Monte Carlo method as a simulation technique to be used with a digital computer is conducted. The problem of communications in a jamming environment is used to illustrate the use of the Monte Carlo method. Two mathematical models, each representing a different jamming communication configuration, are constructed and solved using the Monte Carlo method. The first of these models has a known solution which is used to check the Monte Carlo solution. There are two main conclusions discussed. First, the Monte Carlo method with the aid of a digital computer can be used to obtain solutions to complex problems quickly and with little effort; second, the use of the Monte Carlo method does not require the difficult analysis needed for standard or closed techniques. A description of the Monte Carlo Method is presented including examples, techniques for generating random numbers, and elements of game theory as applied to jamming communications problems.
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1963
- Accession Number
- AD0410290
Entities
People
- Rocco F. Iuorno
Organizations
- Rome Laboratory