Sofronov Georgy (44 results)
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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- Softcover
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Condition: Brand New. New. Delivery takes 25-30 days. Excellent Customer Service.
- Softcover
Seller: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
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PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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- Softcover
Seller: PBShop.store UK, Fairford, GLOS, United KingdomPBShop.store UK
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US$ 72.05
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PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
- Softcover
Seller: California Books, Miami, FL, U.S.A.California Books
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- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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US$ 66.46
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Condition: New.
- Softcover
Seller: Rarewaves.com USA, London, LONDO, United KingdomRarewaves.com USA
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US$ 84.48
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Paperback. Condition: New. This book presents the theory of rational decisions involving the selection of stopping times in observed discrete-time stochastic processes, both by single and multiple decision-makers. Readers will become acquainted with the models, strategies, and applications of these models.It begins with an exami…nation of selected models framed as stochastic optimization challenges, emphasizing the critical role of optimal stopping times in sequential statistical procedures. The authors go on to explore models featuring multiple stopping and shares on leading applications, particularly focusing on change point detection, selection problems, and the nuances of behavioral ecology. In the following chapters, an array of perspectives on model strategies is presented, elucidating their interpretation and the methodologies underpinning their genesis. Essential notations and definitions are introduced, examining general theorems about solution existence and structure, with an intricate analysis of optimal stopping predicaments and addressing crucial multilateral models. The reader is presented with the practical application of models based on multiple stopping within stochastic processes. The coverage includes a diverse array of domains, including sequential statistics, finance, economics, and the broader generalization of the best-choice problem. Additionally, it delves into numerical and asymptotic solutions, offering a comprehensive exploration of optimal stopping quandaries.The book will be of interest to researchers and practitioners in fields such as economics, finance, and engineering. It could also be used by graduate students doing a research degree in insurance, economics or business analytics or an advanced undergraduate course in mathematical sciences.
- Softcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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- Softcover
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
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US$ 86.53
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Paperback. Condition: new. Paperback. This book presents the theory of rational decisions involving the selection of stopping times in observed discrete-time stochastic processes, both by single and multiple decision-makers. Readers will become acquainted with the models, strategies, and applications of these models.It begins wi…th an examination of selected models framed as stochastic optimization challenges, emphasizing the critical role of optimal stopping times in sequential statistical procedures. The authors go on to explore models featuring multiple stopping and shares on leading applications, particularly focusing on change point detection, selection problems, and the nuances of behavioral ecology. In the following chapters, an array of perspectives on model strategies is presented, elucidating their interpretation and the methodologies underpinning their genesis. Essential notations and definitions are introduced, examining general theorems about solution existence and structure, with an intricate analysis of optimal stopping predicaments and addressing crucial multilateral models. The reader is presented with the practical application of models based on multiple stopping within stochastic processes. The coverage includes a diverse array of domains, including sequential statistics, finance, economics, and the broader generalization of the best-choice problem. Additionally, it delves into numerical and asymptotic solutions, offering a comprehensive exploration of optimal stopping quandaries.The book will be of interest to researchers and practitioners in fields such as economics, finance, and engineering. It could also be used by graduate students doing a research degree in insurance, economics or business analytics or an advanced undergraduate course in mathematical sciences. This book presents the theory of rational decisions involving the selection of stopping times in observed discrete-time stochastic processes, both by single and multiple decision-makers. Readers will become acquainted with the models, strategies, and applications of these models. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
- Softcover
Seller: Chiron Media, Wallingford, United KingdomChiron Media
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US$ 68.86
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paperback. Condition: New.
- Softcover
Seller: Rarewaves USA, OSWEGO, IL, U.S.A.Rarewaves USA
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US$ 88.24
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Paperback. Condition: New. This book presents the theory of rational decisions involving the selection of stopping times in observed discrete-time stochastic processes, both by single and multiple decision-makers. Readers will become acquainted with the models, strategies, and applications of these models.It begins with an exami…nation of selected models framed as stochastic optimization challenges, emphasizing the critical role of optimal stopping times in sequential statistical procedures. The authors go on to explore models featuring multiple stopping and shares on leading applications, particularly focusing on change point detection, selection problems, and the nuances of behavioral ecology. In the following chapters, an array of perspectives on model strategies is presented, elucidating their interpretation and the methodologies underpinning their genesis. Essential notations and definitions are introduced, examining general theorems about solution existence and structure, with an intricate analysis of optimal stopping predicaments and addressing crucial multilateral models. The reader is presented with the practical application of models based on multiple stopping within stochastic processes. The coverage includes a diverse array of domains, including sequential statistics, finance, economics, and the broader generalization of the best-choice problem. Additionally, it delves into numerical and asymptotic solutions, offering a comprehensive exploration of optimal stopping quandaries.The book will be of interest to researchers and practitioners in fields such as economics, finance, and engineering. It could also be used by graduate students doing a research degree in insurance, economics or business analytics or an advanced undergraduate course in mathematical sciences.
- Softcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
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US$ 84.31
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Condition: New. 1st edition NO-PA16APR2015-KAP.
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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US$ 77.92
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Condition: New. In.
- Softcover
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrelandKennys Bookshop and Art Galleries Ltd.
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US$ 83.75
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Condition: New.
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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US$ 75.97
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Condition: As New. Unread book in perfect condition.
- Softcover
Seller: THE SAINT BOOKSTORE, Southport, United KingdomTHE SAINT BOOKSTORE
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US$ 75.32
US$ 23.88 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Paperback / softback. Condition: New. New copy - Usually dispatched within 4 working days.
- Softcover
Seller: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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Condition: New.
- Hardcover
Seller: Basi6 International, Irving, TX, U.S.A.Basi6 International
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US$ 111.40
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Condition: Brand New. New. Delivery takes 25-30 days. Excellent Customer Service.
- Softcover
Seller: Speedyhen, Hertfordshire, United KingdomSpeedyhen
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US$ 66.48
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Condition: NEW.
- Softcover
- International Edition
Seller: UK BOOKS STORE, London, LONDO, United KingdomUK BOOKS STORE
Contact seller4-star sellerInternational EditionCondition: Used
US$ 123.52
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Condition: New Books. Brand New! Fast Delivery This is an International Edition and ship within 24-48 hours. Deliver by FedEx and Dhl, & Aramex, UPS, & USPS and we do accept APO and PO BOX Addresses. Order can be delivered worldwide within 6-10 days and we do have flat rate for up to 2LB. Extra shipping charges will be requested… if the Book weight is more than 5 LB. This Item May be shipped from India, United states & United Kingdom. Depending on your location and availability.
- Softcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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US$ 111.56
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Paperback. Condition: Brand New. 304 pages. 9.18x6.12x9.21 inches. In Stock.
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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US$ 126.35
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Condition: New.
- Hardcover
Seller: California Books, Miami, FL, U.S.A.California Books
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US$ 129.00
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Condition: New.
- Softcover
Seller: moluna, Greven, Germanymoluna
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US$ 83.25
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Condition: New. Georgy Sofronov received his PhD degree in Probability Theory and Mathematical Statistics from Moscow State University in 2002. He has held academic positions at several universities including the University of Queensland and the University of Wol.
- Softcover
Seller: Rarewaves USA United, OSWEGO, IL, U.S.A.Rarewaves USA United
Contact seller5-star sellerCondition: New
US$ 93.33
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Paperback. Condition: New. This book presents the theory of rational decisions involving the selection of stopping times in observed discrete-time stochastic processes, both by single and multiple decision-makers. Readers will become acquainted with the models, strategies, and applications of these models.It begins with an exami…nation of selected models framed as stochastic optimization challenges, emphasizing the critical role of optimal stopping times in sequential statistical procedures. The authors go on to explore models featuring multiple stopping and shares on leading applications, particularly focusing on change point detection, selection problems, and the nuances of behavioral ecology. In the following chapters, an array of perspectives on model strategies is presented, elucidating their interpretation and the methodologies underpinning their genesis. Essential notations and definitions are introduced, examining general theorems about solution existence and structure, with an intricate analysis of optimal stopping predicaments and addressing crucial multilateral models. The reader is presented with the practical application of models based on multiple stopping within stochastic processes. The coverage includes a diverse array of domains, including sequential statistics, finance, economics, and the broader generalization of the best-choice problem. Additionally, it delves into numerical and asymptotic solutions, offering a comprehensive exploration of optimal stopping quandaries.The book will be of interest to researchers and practitioners in fields such as economics, finance, and engineering. It could also be used by graduate students doing a research degree in insurance, economics or business analytics or an advanced undergraduate course in mathematical sciences.
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: New
US$ 131.85
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Condition: New.
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: Used - As new
US$ 146.78
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Condition: As New. Unread book in perfect condition.
- Hardcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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US$ 155.57
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Condition: New.
- Softcover
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
Contact seller5-star sellerCondition: New
US$ 81.13
US$ 87.93 shippingShips from United Kingdom to U.S.A.Quantity: 2 available
Paperback. Condition: New. This book presents the theory of rational decisions involving the selection of stopping times in observed discrete-time stochastic processes, both by single and multiple decision-makers. Readers will become acquainted with the models, strategies, and applications of these models.It begins with an exami…nation of selected models framed as stochastic optimization challenges, emphasizing the critical role of optimal stopping times in sequential statistical procedures. The authors go on to explore models featuring multiple stopping and shares on leading applications, particularly focusing on change point detection, selection problems, and the nuances of behavioral ecology. In the following chapters, an array of perspectives on model strategies is presented, elucidating their interpretation and the methodologies underpinning their genesis. Essential notations and definitions are introduced, examining general theorems about solution existence and structure, with an intricate analysis of optimal stopping predicaments and addressing crucial multilateral models. The reader is presented with the practical application of models based on multiple stopping within stochastic processes. The coverage includes a diverse array of domains, including sequential statistics, finance, economics, and the broader generalization of the best-choice problem. Additionally, it delves into numerical and asymptotic solutions, offering a comprehensive exploration of optimal stopping quandaries.The book will be of interest to researchers and practitioners in fields such as economics, finance, and engineering. It could also be used by graduate students doing a research degree in insurance, economics or business analytics or an advanced undergraduate course in mathematical sciences.
