Sequential stochastic optimization
272,00 $

Sequential stochastic optimization

R. CAIROLI, ROBERT C. DALANG


Sequential stochastic optimization

R. CAIROLI, ROBERT C. DALANG

272,00 $ 272,00 $
Régulier: 272,00 $
Rabais: 0,00 $ (0%)
Livre numérique non disponible
Résumé
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity 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 of partial sums of arrays of independent random variables
* The general theory of optimal stopping for processes indexed by Ind
* Structural properties of information flows
* Sequential sampling and the theory of optimal sequential control
* Multi-armed bandits, Markov chains and optimal switching between random walks

Détails
Titre
Sequential stochastic optimization
Prix
272,00 $
Sujet
Format Poche
Non
Langue
Français/French
Date de publication
2011-07-26
ISBN
9781118164402
Code Interne
2173974
Numéro de produit
2173974
Format numérique
pdf
Protection
Adobe DRM
Entrepôt Numérique
NUMILOG

Notre conseil

Avant de vous déplacer, nous vous recommandons de téléphoner au magasin pour vérifier le stock.

Ville: (Changer).

exemplaire(s)
Ce produit est actuellement non disponible en magasin.
Nous n'avons pas pu trouver une succursale pour le code postal donné. Veuillez en essayer un autre.