Contacto
Como comprar
Entrega
Guia de compras
Sequential Stochastic Optimization
Inglês
501 b
Política de devolução de 30 dias
Os clientes também compraram
/
Capa mole
8.09
€
/
Capa mole
17.71
€
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
Sobre o livro
Inglês
Ofereça este livro hoje
É fácil
1 Adicione ao carrinho e escolha Entregar como presente ao finalizar a compra 2 Receberá um vale 3 O livro chegará ao endereço do destinatárioTambém pode estar interessado em
/
Capa mole
46.07
€
/
Livro de capa dura
37.57
€
/
Capa mole
6.47
€
Olá! Sou o Libroamiko, o seu conselheiro de livros.
Como posso ajudar?