Sequential stochastic optimization

Sequential stochastic optimization

by Cairoli, R.

Type Book
Rate 0.0 /5
Details
Files
Reviews
Download

Title Statements

  • Full title :Sequential stochastic optimization / R. Cairoli, Robert C. Dalang.

Edition Statements

  • Publication Date:©1996.

Publication Statements

  • Publisher(s):Wiley
  • Place of Publication:New York
  • Language:eng
  • Publication Date:©1996.

Notes

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.

The Physical Object

  • Description:1 online resource (xi, 327 Seiten).

Edition Identifiers

  • ISBN:9781118164402, 1118164407, 9781118164396, 1118164393, 0471577545, 9780471577546
  • DOI:10.1002/9781118164396
  • oclc:ocn992901409
  • LC Classification:QA279.7
  • Dewey Decimal:519.2

Subjects

Arrêt optimal (Statistique mathématique) Commande stochastique Dynamic programming Electronic books MATHEMATICS -- Probability et Statistics Optimal stopping (Mathematical statisti… Programmation dynamique Stochastic control theory Stochastic Processes Stochastische Optimierung Stochastische processen

Writers

Cairoli, R. Dalang, Robert C.

Rate & Review

0.0/5
(0 people Voted)

No reviews yet. Be the first to rate this work.

Files & Downloads

  • Sequential Stochastic Optimization (Wiley Series …

    PDF · 9.7 MB · updated
    Login →

  • Sequential Stochastic Optimization -- (.pdf)

    PDF · 9.7 MB · updated
    Login →