Sequential Stochastic Optimization by Cairoli Dalang (9 results)
Language: English
Published by Wiley-Interscience 1996
Series: Wiley Series in Probability and Statistics, Book 151 of 358. Book 151 of 358 - Wiley Series in Probability and Statistics
- Hardcover
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Language: English
Published by Wiley-Interscience 1996
Series: Wiley Series in Probability and Statistics, Book 151 of 358. Book 151 of 358 - Wiley Series in Probability and Statistics
- Hardcover
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Language: English
Published by Wiley-Interscience 1996
Series: Wiley Series in Probability and Statistics, Book 151 of 358. Book 151 of 358 - Wiley Series in Probability and Statistics
- Hardcover
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Language: English
Published by Wiley-Interscience 1996
Series: Wiley Series in Probability and Statistics, Book 151 of 358. Book 151 of 358 - Wiley Series in Probability and Statistics
- Hardcover
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Language: English
Published by Wiley-Interscience 1996
Series: Wiley Series in Probability and Statistics, Book 151 of 358. Book 151 of 358 - Wiley Series in Probability and Statistics
- Hardcover
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Language: English
Published by John Wiley and Sons Inc, US 1996
Series: Wiley Series in Probability and Statistics, Book 151 of 358. Book 151 of 358 - Wiley Series in Probability and Statistics
- Hardcover
- First Edition
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Hardback. Condition: New. 1st. 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 t…heory 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.
Language: English
Published by Wiley-Interscience 1996
Series: Wiley Series in Probability and Statistics, Book 151 of 358. Book 151 of 358 - Wiley Series in Probability and Statistics
- Hardcover
Seller: Revaluation Books, Exeter, , United KingdomRevaluation Books
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Hardcover. Condition: Brand New. 1st edition. 327 pages. 9.75x6.50x1.00 inches. In Stock.
Language: English
Published by John Wiley and Sons Inc, US 1996
Series: Wiley Series in Probability and Statistics, Book 151 of 358. Book 151 of 358 - Wiley Series in Probability and Statistics
- Hardcover
- First Edition
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
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Hardback. Condition: New. 1st. 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 t…heory 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.
Language: English
Published by Wiley-Interscience 1996
Series: Wiley Series in Probability and Statistics, Book 151 of 358. Book 151 of 358 - Wiley Series in Probability and Statistics
- Hardcover
- Print on Demand
Seller: Revaluation Books, Exeter, , United KingdomRevaluation Books
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Hardcover. Condition: Brand New. 1st edition. 327 pages. 9.75x6.50x1.00 inches. In Stock. This item is printed on demand.
