Téléchargez le livre : Sequential Stochastic Optimization

Sequential Stochastic Optimization

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Éditeur :

Wiley-Interscience


Collection :

Wiley Series in Probability and Statistics

Paru le : 2011-07-26

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Description
Sequential Stochastic Optimization provides mathematicians andapplied researchers with a well-developed framework in whichstochastic optimization problems can be formulated and solved.Offering much material that is either new or has never beforeappeared in book form, it lucidly presents a unified theory ofoptimal stopping and optimal sequential control of stochasticprocesses. This book has been carefully organized so that littleprior knowledge of the subject is assumed; its only prerequisitesare a standard graduate course in probability theory and somefamiliarity 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 ofpartial sums of arrays of independent random variables
* The general theory of optimal stopping for processes indexed byInd
* Structural properties of information flows
* Sequential sampling and the theory of optimal sequential control
* Multi-armed bandits, Markov chains and optimal switching betweenrandom walks
Pages
352 pages
Collection
Wiley Series in Probability and Statistics
Parution
2011-07-26
Marque
Wiley-Interscience
EAN papier
9780471577546
EAN PDF
9781118164402
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
352
Taille du fichier
22712 Ko
Prix
234,16 €

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