Sequential stochastic optimization

Sequential stochastic optimization

by Cairoli, R., (Renzo)

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

"A Wiley-Interscience publication."

The Physical Object

  • Description:xi, 327 pages ; : 25 cm

Edition Identifiers

  • ISBN:0471577545, 9780471577546
  • oclc:ocm31374724
  • LC Classification:QA279.7
  • Dewey Decimal:519.2

Table of Contents

1. Preliminaries -- 2. Sums of Independent Random Variables -- 3. Optimal Stopping -- 4. Reduction to a Single Dimension -- 5. Accessibility and Filtration Structure -- 6. Sequential Sampling -- 7. Optimal Sequential Control -- 8. Multiarmed Bandits -- 9. The Markovian Case -- 10. Optimal Switching Between Two Random Walks.

Read More ↓

Subjects

Arrêt optimal (Statistique mathématique) Commande stochastique Dynamic programming Méthodes statistiques Optimal stopping (Mathematical statisti… Probabilités Programmation dynamique Stochastic control theory Stochastic Processes Stochastische Optimierung Stochastische processen

Writers

Cairoli, R., (Renzo) Dalang, Robert C.

More from this Series

  • Comparative statistical inference

    1999.
    more →
    Comparative statistical inference

  • Comparative statistical inference

    1999.
    more →
    Comparative statistical inference

  • Comparative statistical inference

    ©1999.
    more →
    Comparative statistical inference

  • Comparative statistical inference

    ©1999.
    more →
    Comparative statistical inference

  • Comparative statistical inference

    ©1999.
    more →
    Comparative statistical inference

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 →