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Sequential stochastic optimization

Author: R Cairoli; Robert C Dalang
Publisher: New York : Wiley, ©1996.
Series: Wiley series in probability and mathematical statistics., Probability and statistics.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved.

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Additional Physical Format: Online version:
Cairoli, R. (Renzo), 1931-1994.
Sequential stochastic optimization.
New York : Wiley, ©1996
(OCoLC)603637327
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: R Cairoli; Robert C Dalang
ISBN: 0471577545 9780471577546
OCLC Number: 31374724
Notes: "A Wiley-Interscience publication."
Description: xi, 327 pages ; 25 cm.
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.
Series Title: Wiley series in probability and mathematical statistics., Probability and statistics.
Responsibility: R. Cairoli, Robert C. Dalang.
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