Sequential Stochastic Optimization
juli 2011 · Wiley Series in Probability and Statistics Bok 238 · John Wiley & Sons
E-bok
352
Sider
Om denne e-boken
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
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
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...
Oppdag mer
Om forfatteren
R. Cairoli and Robert C. Dalang are the authors of Sequential Stochastic Optimization, published by Wiley.
R. Cairoli and Robert C. Dalang are the authors of Sequential Stochastic Optimization, published by Wiley.
Vurder denne e-boken
Fortell oss hva du mener.
Hvordan lese innhold
Smarttelefoner og nettbrett
Installer Google Play Bøker-appen for Android og iPad/iPhone. Den synkroniseres automatisk med kontoen din og lar deg lese både med og uten nett – uansett hvor du er.
Datamaskiner
Du kan lytte til lydbøker du har kjøpt på Google Play, i nettleseren på datamaskinen din.
Lesebrett og andre enheter
For å lese på lesebrett som Kobo eReader må du laste ned en fil og overføre den til enheten din. Følg den detaljerte veiledningen i brukerstøtten for å overføre filene til støttede lesebrett.
