Sequential Stochastic Optimization

Name: Sequential Stochastic Optimization
Brand: John Wiley & Sons Inc
SKU: 9780471577546
Price: 1184.5 RON
Availability: InStock

Autor: R. Cairoli, Robert C. Dalang

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Legare: Copertă tare

Editura: John Wiley & Sons Inc

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

Informații despre carte

Autor

R. Cairoli, Robert C. Dalang

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

1996

Pagini

352

EAN

9780471577546

ISBN

0471577545

Enbook ID

04892293

Editura

John Wiley & Sons Inc

Greutate

664

Dimensiuni

164 x 237 x 29

Descriere completă

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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