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About Sequential Stochastic Optimization (Wiley Series in Probability and Statistics)
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
Detailed Information
| Author: | Renzo Cairoli, Robert C. Dalang |
|---|---|
| Publication Year: | 1996 |
| ISBN: | 9780471577546 |
| Pages: | 348 |
| Language: | English |
| File Size: | 9.676 |
| Format: | |
| Price: | FREE |
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