Contact
Comment faire ses achats
Livraison
Guide d'achat
Sequential Stochastic Optimization
Anglais
595 b
Jusqu'à 30 jours pour les retours
Les clients ont également acheté
/
Livre de poche
9.07
€
/
Livre de poche
13.00
€
/
Livre de poche
10.28
€
/
Livre de poche
31.67
€
/
Livre de poche
59.61
€
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity 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 of partial sums of arrays of independent random variables The general theory of optimal stopping for processes indexed by Ind Structural properties of information flows Sequential sampling and the theory of optimal sequential control Multi-armed bandits, Markov chains and optimal switching between random walks
À propos du livre
Anglais
Offrez ce livre dès aujourd'hui
C’est simple
1 Ajouter au panier et choisir l'option Livrer comme cadeau à la caisse. 2 Nous vous enverrons un bon d'achat 3 Le livre arrivera à l'adresse du destinataireCeci pourrait également vous intéresser
/
Livre de poche
51.54
€
/
Livre de poche
7.56
€
