Mendeley出力
＜図書＞
Sequential stochastic optimization
| 責任表示 | R. Cairoli, Robert C. Dalang |
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| シリーズ | Wiley series in probability and mathematical statistics ; . Probability and statistics |
| データ種別 | 図書 |
| 出版情報 | New York : John Wiley & Sons , c1996 |
| 本文言語 | 英語 |
| 大きさ | xi, 327 p. : ill. ; 25 cm |
| 概要 | Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much...material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior knowledge of the subject is assumed; its only prerequisites are a standard graduate course in probability theory and some familiarity 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 of partial sums of arrays of independent random variables The general theory of optimal stopping for processes indexed by Ind Structural properties of information flows Sequential sampling and the theory of optimal sequential control Multi-armed bandits, Markov chains and optimal switching between random walks 続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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中央図 自動書庫 | 417.1/C 12/1 | 1996 |
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017211996018318 |
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理系図3F 数理独自 | CAIR/20/1 | 1996 |
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023211996010116 |
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書誌詳細
| 一般注記 | "A Wiley-Interscience publication" Includes bibliographical references (p. 314-319) and index |
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| 著者標目 | *Cairoli, R. (Renzo), 1931-1994 Dalang, Robert C., 1961- |
| 件 名 | LCSH:Optimal stopping (Mathematical statistics) LCSH:Dynamic programming LCSH:Stochastic control theory |
| 分 類 | NDC9:417 LCC:QA279.7 DC20:519.2 |
| 書誌ID | 1000287048 |
| ISBN | 0471577545 |
| NCID | BA27279478 |
| 巻冊次 | ISBN:0471577545 ; PRICE:$69.95 |
| 登録日 | 2009.09.11 |
| 更新日 | 2017.10.03 |