Sequential Stochastic Optimization
Language: English
Published by John Wiley and Sons Inc, US, 1996
Series: Book 151 of 358 - Wiley Series in Probability and Statistics
- First Edition
- Hardcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
£ 228.51
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Add to basketItem description from seller
Sequential Stochastic Optimization provides mathematicians andapplied researchers with a well-developed framework in whichstochastic optimization problems can be formulated and solved.Offering much material that is either new or has never beforeappeared in book form, it lucidly presents a unified theory ofoptimal stopping and optimal sequential control of stochasticprocesses. This book has been carefully organized so that littleprior knowledge of the subject is assumed; its only prerequisitesare a standard graduate course in probability theory and somefamiliarity 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 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. …
Seller Inventory # LU-9780471577546
- Title
- Sequential Stochastic Optimization
- Author
- R. Cairoli, Robert C. Dalang
- Publisher
- John Wiley and Sons Inc, US
- Publication year
- 1996
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 0471577545
- ISBN 13
- 9780471577546
- Edition
- 1st.
- Item weight
- 680 grams
- Dimensions
- 16.3 x 2.3 x 24.3 cm
- Series
- Book 151 of 358: Wiley Series in Probability and Statistics
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.
Rarewaves.com USA
London, London, United Kingdom
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