Cairoli R Sequential Stochastic Optimization 1996
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- date: 6 March 2023
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Cairoli R Sequential Stochastic Optimization 1996 | 9.67 MB
English | 348 Pages
Title: Sequential Stochastic Optimization
Author: Cairoli, R.,Dalang, Robert C.
Year: 1996
Description:
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 supermartingales indexed by INd
* Conditions which ensure the integrability of certain suprema ofpartial sums of arrays of independent random variables
* The general theory of optimal stopping for processes indexed byInd
* Structural properties of information flows
* Sequential sampling and the theory of optimal sequential control
* Multi-armed bandits, Markov chains and optimal switching betweenrandom walks
DOWNLOAD:
https://rapidgator.net/file/03590879e3e227d3bed7d03c7891f4ac/Cairoli_R._Sequential_Stochastic_Optimization_1996.rar
https://uploadgig.com/file/download/E4D8B0159b7b80dc/Cairoli_R._Sequential_Stochastic_Optimization_1996.rar
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 supermartingales indexed by INd
* Conditions which ensure the integrability of certain suprema ofpartial sums of arrays of independent random variables
* The general theory of optimal stopping for processes indexed byInd
* Structural properties of information flows
* Sequential sampling and the theory of optimal sequential control
* Multi-armed bandits, Markov chains and optimal switching betweenrandom walks
DOWNLOAD:
https://rapidgator.net/file/03590879e3e227d3bed7d03c7891f4ac/Cairoli_R._Sequential_Stochastic_Optimization_1996.rar
https://uploadgig.com/file/download/E4D8B0159b7b80dc/Cairoli_R._Sequential_Stochastic_Optimization_1996.rar
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