Sequential Stochastic Optimization

Language: English

Published by John Wiley & Sons Feb 1996, 1996

0471577545 / 9780471577546

Series: Book 151 of 358 - Wiley Series in Probability and Statistics

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Neuware - 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 # 9780471577546

Title
Sequential Stochastic Optimization
Author
Cairoli
Publisher
John Wiley & Sons Feb 1996
Publication year
1996
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0471577545
ISBN 13
9780471577546
Item weight
686 grams
Dimensions
240x161x23 mm
Series
Book 151 of 358: Wiley Series in Probability and Statistics

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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