Sequential Stochastic Optimization

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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 understanding. Contains a large amount of original information unavailable elsewhere.

Sequential Stochastic Optimization 1996, Wiley-Interscience, New York, NY

ISBN-13: 9780471577546

Hardcover

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