ISBN-10:
0471577545
ISBN-13:
9780471577546
Pub. Date:
02/02/1996
Publisher:
Wiley
Sequential Stochastic Optimization / Edition 1

Sequential Stochastic Optimization / Edition 1

Hardcover

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Product Details

ISBN-13: 9780471577546
Publisher: Wiley
Publication date: 02/02/1996
Series: Wiley Series in Probability and Statistics Series , #238
Pages: 352
Product dimensions: 6.42(w) x 9.57(h) x 0.91(d)

About the Author

R. Cairoli and Robert C. Dalang are the authors of Sequential Stochastic Optimization, published by Wiley.

Table of Contents

Preliminaries.

Sums of Independent Random Variables.

Optimal Stopping.

Reduction to a Single Dimension.

Accessibility and Filtration Structure.

Sequential Sampling.

Optimal Sequential Control.

Multiarmed Bandits.

The Markovian Case.

Optimal Switching Between Two Random Walks.

Bibliography.

Indexes.

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