Zobacz książki o podobnej tematyce

Więcej informacji o Sequential Stochastic Optimization

• Dane szczegółowe
• Opis
• Ulubione w innej kategorii

Za ten zakup dostaniesz 696 punkty

Opis

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

Szczegóły książki

Kategoria Książki po angielsku Mathematics & science Mathematics Applied mathematics

• Pełny tytuł: Sequential Stochastic Optimization
• Autor: R. Cairoli, Robert C. Dalang
• Język: Angielski
• Oprawa: Twarda
• Liczba stron: 352
• EAN: 9780471577546
• ISBN: 0471577545
• ID: 04892293
• Wydawca: John Wiley & Sons Inc
• Waga: 664 g
• Wymiary: 237 × 164 × 29 mm
• Data wydania: 13. February 1996

Ulubione w innej kategorii

---

---

---