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Sequential Stochastic Programming
R. Cairoli
€ 254.10
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Description for Sequential Stochastic Programming
Hardcover. Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Series: Wiley Series in Probability and Statistics. Num Pages: 352 pages, Illustrations. BIC Classification: PBT; PBWL. Category: (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 237 x 164 x 29. Weight in Grams: 664.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
1996
Publisher
John Wiley and Sons Ltd United States
Number of pages
352
Condition
New
Series
Wiley Series in Probability and Statistics
Number of Pages
352
Place of Publication
, United States
ISBN
9780471577546
SKU
V9780471577546
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About R. Cairoli
R. Cairoli and Robert C. Dalang are the authors of Sequential Stochastic Optimization, published by Wiley.
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