Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 213,16
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Aggiungi al carrelloCondizione: New.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 202,89
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Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 223,74
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 216,40
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Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 222,76
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Lingua: Inglese
Editore: John Wiley and Sons Inc, US, 1996
ISBN 10: 0471577545 ISBN 13: 9780471577546
Da: Rarewaves.com USA, London, LONDO, Regno Unito
Prima edizione
EUR 264,42
Quantità: Più di 20 disponibili
Aggiungi al carrelloHardback. Condizione: New. 1st. Sequential Stochastic Optimization provides mathematicians andapplied researchers with a well-developed framework in whichstochastic optimization problems can be formulated and solved.Offering much material that is either new or has never beforeappeared in book form, it lucidly presents a unified theory ofoptimal stopping and optimal sequential control of stochasticprocesses. This book has been carefully organized so that littleprior knowledge of the subject is assumed; its only prerequisitesare a standard graduate course in probability theory and somefamiliarity 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 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.
Lingua: Inglese
Editore: John Wiley and Sons Inc, US, 1996
ISBN 10: 0471577545 ISBN 13: 9780471577546
Da: Rarewaves.com UK, London, Regno Unito
Prima edizione
EUR 250,03
Quantità: Più di 20 disponibili
Aggiungi al carrelloHardback. Condizione: New. 1st. Sequential Stochastic Optimization provides mathematicians andapplied researchers with a well-developed framework in whichstochastic optimization problems can be formulated and solved.Offering much material that is either new or has never beforeappeared in book form, it lucidly presents a unified theory ofoptimal stopping and optimal sequential control of stochasticprocesses. This book has been carefully organized so that littleprior knowledge of the subject is assumed; its only prerequisitesare a standard graduate course in probability theory and somefamiliarity 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 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.
Da: Revaluation Books, Exeter, Regno Unito
EUR 319,32
Quantità: 2 disponibili
Aggiungi al carrelloHardcover. Condizione: Brand New. 1st edition. 327 pages. 9.75x6.50x1.00 inches. In Stock.
Da: Revaluation Books, Exeter, Regno Unito
EUR 292,27
Quantità: 2 disponibili
Aggiungi al carrelloHardcover. Condizione: Brand New. 1st edition. 327 pages. 9.75x6.50x1.00 inches. In Stock. This item is printed on demand.