Sequential Stochastic Optimization

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Sequential Stochastic Optimization - Cairoli, R, and Cairoli, and Dalang

Presents a unified mathematical theory of optimal stopping and sequential control of stochastic processes along with several applications including sequential statistical tests involving several populations and multi-armed bandit problems. The material is accompanied by extensive problems, exercises and realistic examples which facilitate ... Read More

Sequential Stochastic Optimization 1996, John Wiley & Sons, New York, NY

ISBN-13: 9780471577546

Hardcover

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