Sequential stochastic optimization
by Cairoli, R. Dalang, Robert C.
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 prerequi…
Read More ↓Title Statements
- Full title :Sequential stochastic optimization / R. Cairoli, Robert C. Dalang.
Summary
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-paramet.
Read More ↓Edition Statements
- Publication Date:2010.
Publication Statements
- Publisher(s):Wiley
- Place of Publication:New York
- Language:eng
- Publication Date:2010.
The Physical Object
- Description:Online Ressource (xi, 327 Seiten).
Edition Identifiers
- ISBN:9781118164402, 1118164407, 9781118164396, 1118164393
- oclc:on1039155138
- LC Classification:QA279.7
- Dewey Decimal:519.2
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