Sequential stochastic optimization /
Guardado en:
| Autor Principal: | |
|---|---|
| Otros Autores: | |
| Formato: | Libro |
| Idioma: | English |
| Publicado: |
New York :
Wiley,
c1996.
|
| Series: | Wiley series in probability and mathematical statistics. Probability and statistics
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| Materias: | |
| Acceso en línea: | Publisher description |
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| LEADER | 01421cam a2200289 a 4500 | ||
|---|---|---|---|
| 001 | MAT.inmabb003511 | ||
| 008 | 941006s1996####nyu######b####001#0#eng## | ||
| 005 | 20130312105411.0 | ||
| 245 | 1 | 0 | |a Sequential stochastic optimization / |c R. Cairoli, Robert C. Dalang. |
| 260 | |a New York : |b Wiley, |c c1996. | ||
| 300 | |a xi, 327 p. ; |c 25 cm. | ||
| 440 | 0 | |a Wiley series in probability and mathematical statistics. |p Probability and statistics | |
| 500 | |a "A Wiley-Interscience publication." | ||
| 504 | |a Incluye referencias bibliográficas (p. 314-319) e índices. | ||
| 505 | 0 | |a 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 -- . The Markovian case -- 10. Optimal switching between two random walks. | |
| 510 | 4 | |a MR, |c 97d:60078 | |
| 020 | |a 0471577545 | ||
| 100 | 1 | |a Cairoli, R. |q (Renzo), |d 1931-1994. | |
| 700 | 1 | |a Dalang, Robert C., |d 1961- | |
| 650 | 0 | |a Optimal stopping (Mathematical statistics) | |
| 650 | 0 | |a Dynamic programming. | |
| 650 | 0 | |a Stochastic control theory. | |
| 084 | |a 60G40 (62L15 90C15 93E20) |2 msc2000 | ||
| 010 | |a 94039134 | ||
| 040 | |a DLC |c DLC |d DLC | ||
| 856 | 4 | 2 | |3 Publisher description |u http://www.loc.gov/catdir/description/wiley037/94039134.html |
| 859 | |h 60 |i C136 |p A-7505 |b BIB. MATEMATICA | ||