Sequential Stochastic Optimization
Language: English
Published by John Wiley & Sons, 1996
Series: Book 151 of 358 - Wiley Series in Probability and Statistics
- Hardcover
- New
Seller: moluna, Greven, Germanymoluna
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Condition: New
£ 208.91
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Add to basketItem description from seller
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved.Über den AutorR. Cairoli and Robert C. .
Seller Inventory # 446917319
- Title
- Sequential Stochastic Optimization
- Author
- R Cairoli
- Publisher
- John Wiley & Sons
- Publication year
- 1996
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0471577545
- ISBN 13
- 9780471577546
- Series
- Book 151 of 358: Wiley Series in Probability and Statistics
- Seller catalogs
- Importe
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 ofpartial sums of arrays of independent random variables
* The general theory of optimal stopping for processes indexed byInd
* Structural properties of information flows
* Sequential sampling and the theory of optimal sequential control
* Multi-armed bandits, Markov chains and optimal switching betweenrandom walks
"Synopsis" may belong to another edition of this title.
About the Author
R. Cairoli and Robert C. Dalang are the authors of Sequential Stochastic Optimization, published by Wiley.
"About the title" may belong to another edition of this title.
Shipping rates from Germany to U.S.A.
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