Sequential Stochastic Optimization

Name: Sequential Stochastic Optimization
Brand: John Wiley & Sons Inc
SKU: 9780471577546
Price: 904.89 PLN
Availability: InStock

Autor: R. Cairoli, Robert C. Dalang

Język:

Oprawa: Twarda

Wydawca: John Wiley & Sons Inc

Dostępność: Dostępna u dostawcy

Wysyłamy za 10-18 dni

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Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-devel...

Informacje o książce

Autor

R. Cairoli, Robert C. Dalang

Język

Angielski

Oprawa

Książka - Twarda

Data wydania

1996

strony

352

EAN

9780471577546

ISBN

0471577545

Enbook ID

04892293

Wydawca

John Wiley & Sons Inc

Waga

664

Wymiary

164 x 237 x 29

Pełny opis

Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity with discrete-parameter martingales. Major topics covered in Sequential Stochastic Optimization include: Fundamental notions, such as essential supremum, stopping points, accessibility, martingales and supermartingales indexed by INd Conditions which ensure the integrability of certain suprema of partial sums of arrays of independent random variables The general theory of optimal stopping for processes indexed by Ind Structural properties of information flows Sequential sampling and the theory of optimal sequential control Multi-armed bandits, Markov chains and optimal switching between random walks

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