Project Monte Carlo
stochastic simulations · interactive visualizations
Monte Carlo methods use random sampling to solve problems that are deterministic in principle. Throw enough randomness at a problem and patterns emerge — integrals converge, option prices stabilize, and π reveals itself in the noise. Every simulation here runs live in your browser.
finance
pricing, risk, and stochastic models
games
strategy, probability, and counting
blackjack
6-deck shoe · hi-lo counting · dealer stands on 17
chess
monte carlo tree search with piece-square evaluation
go
9×9 board · MCTS with random rollouts · chinese scoring
poker
texas hold'em with monte carlo hand equity simulation
craps
dice probabilities · pass line vs field · house edge convergence
roulette
spin the wheel and watch the gambler's fallacy crumble
prisoner's dilemma
round-robin tournament — tit for tat vs always defect vs the rest
solitaire
klondike deal · greedy strategy win rates · solvability analysis
math
convergence, estimation, and probability
π estimation
random sampling in the unit square to approximate pi
convergence
central limit theorem — watch distributions converge to normal
integration
monte carlo area estimation under arbitrary curves
birthday problem
simulating the birthday paradox — shared birthdays vs room size
monty hall
play the game and watch switching converge to 2/3 wins
secretary problem
optimal stopping — reject 37%, then hire the next best