The Resource Sequential stochastic optimization, R. Cairoli, Robert C. Dalang

Sequential stochastic optimization, R. Cairoli, Robert C. Dalang

Label
Sequential stochastic optimization
Title
Sequential stochastic optimization
Statement of responsibility
R. Cairoli, Robert C. Dalang
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorDate
1931-1994
http://library.link/vocab/creatorName
Cairoli, R.
Illustrations
illustrations
Index
index present
LC call number
QA279.7
LC item number
.C35 1996
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1961-
http://library.link/vocab/relatedWorkOrContributorName
Dalang, Robert C.
http://library.link/vocab/subjectName
  • Optimal stopping (Mathematical statistics)
  • Dynamic programming
  • Stochastic control theory
  • processus stochastique
  • arrêt optimal
  • analyse séquentielle
  • commande stochastique
  • probabilités
  • Méthodes statistiques
  • Probabilités
  • Dynamic programming
  • Optimal stopping (Mathematical statistics)
  • Stochastic control theory
  • Stochastische processen
  • Arrêt optimal (statistique mathématique)
  • Programmation dynamique
  • Commande stochastique
  • Stochastische Optimierung
Label
Sequential stochastic optimization, R. Cairoli, Robert C. Dalang
Instantiates
Publication
Note
"A Wiley-Interscience publication."
Bibliography note
Includes bibliographical references (p. 314-319) and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Preliminaries -- 2. Sums of Independent Random Variables -- 3. Optimal Stopping -- 4. Reduction to a Single Dimension -- 5. Accessibility and Filtration Structure -- 6. Sequential Sampling -- 7. Optimal Sequential Control -- 8. Multiarmed Bandits -- 9. The Markovian Case -- 10. Optimal Switching Between Two Random Walks
Dimensions
25 cm.
Extent
xi, 327 pages
Isbn
9780471577546
Lccn
94039134
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
  • (OCoLC)31374724
  • (OCoLC)ocm31374724
Label
Sequential stochastic optimization, R. Cairoli, Robert C. Dalang
Publication
Note
"A Wiley-Interscience publication."
Bibliography note
Includes bibliographical references (p. 314-319) and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Preliminaries -- 2. Sums of Independent Random Variables -- 3. Optimal Stopping -- 4. Reduction to a Single Dimension -- 5. Accessibility and Filtration Structure -- 6. Sequential Sampling -- 7. Optimal Sequential Control -- 8. Multiarmed Bandits -- 9. The Markovian Case -- 10. Optimal Switching Between Two Random Walks
Dimensions
25 cm.
Extent
xi, 327 pages
Isbn
9780471577546
Lccn
94039134
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
  • (OCoLC)31374724
  • (OCoLC)ocm31374724

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