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Sequential Stochastic Optimization
Hardcover
Series: Wiley Probability and Statistics, Book 238
ISBN13: 9780471577546
Publisher: John Wiley & Sons
Published: Feb 2 1996
Pages: 352
Weight: 1.49
Height: 0.96 Width: 6.40 Depth: 9.49
Language: English
* 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
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