Sofronov georgy (42 risultati)
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Paperback. Condizione: New. This book presents the theory of rational decisions involving the selection of stopping times in observed discrete-time stochastic processes, both by single and multiple decision-makers. Readers will become acquainted with the models, strategies, and applications of these models.It begins with an exam…ination of selected models framed as stochastic optimization challenges, emphasizing the critical role of optimal stopping times in sequential statistical procedures. The authors go on to explore models featuring multiple stopping and shares on leading applications, particularly focusing on change point detection, selection problems, and the nuances of behavioral ecology. In the following chapters, an array of perspectives on model strategies is presented, elucidating their interpretation and the methodologies underpinning their genesis. Essential notations and definitions are introduced, examining general theorems about solution existence and structure, with an intricate analysis of optimal stopping predicaments and addressing crucial multilateral models. The reader is presented with the practical application of models based on multiple stopping within stochastic processes. The coverage includes a diverse array of domains, including sequential statistics, finance, economics, and the broader generalization of the best-choice problem. Additionally, it delves into numerical and asymptotic solutions, offering a comprehensive exploration of optimal stopping quandaries.The book will be of interest to researchers and practitioners in fields such as economics, finance, and engineering. It could also be used by graduate students doing a research degree in insurance, economics or business analytics or an advanced undergraduate course in mathematical sciences.
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Paperback. Condizione: new. Paperback. This book presents the theory of rational decisions involving the selection of stopping times in observed discrete-time stochastic processes, both by single and multiple decision-makers. Readers will become acquainted with the models, strategies, and applications of these models.It begins w…ith an examination of selected models framed as stochastic optimization challenges, emphasizing the critical role of optimal stopping times in sequential statistical procedures. The authors go on to explore models featuring multiple stopping and shares on leading applications, particularly focusing on change point detection, selection problems, and the nuances of behavioral ecology. In the following chapters, an array of perspectives on model strategies is presented, elucidating their interpretation and the methodologies underpinning their genesis. Essential notations and definitions are introduced, examining general theorems about solution existence and structure, with an intricate analysis of optimal stopping predicaments and addressing crucial multilateral models. The reader is presented with the practical application of models based on multiple stopping within stochastic processes. The coverage includes a diverse array of domains, including sequential statistics, finance, economics, and the broader generalization of the best-choice problem. Additionally, it delves into numerical and asymptotic solutions, offering a comprehensive exploration of optimal stopping quandaries.The book will be of interest to researchers and practitioners in fields such as economics, finance, and engineering. It could also be used by graduate students doing a research degree in insurance, economics or business analytics or an advanced undergraduate course in mathematical sciences. This book presents the theory of rational decisions involving the selection of stopping times in observed discrete-time stochastic processes, both by single and multiple decision-makers. Readers will become acquainted with the models, strategies, and applications of these models. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Da: Rarewaves USA, OSWEGO, IL, U.S.A.Rarewaves USA
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EUR 75,46
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Paperback. Condizione: New. This book presents the theory of rational decisions involving the selection of stopping times in observed discrete-time stochastic processes, both by single and multiple decision-makers. Readers will become acquainted with the models, strategies, and applications of these models.It begins with an exam…ination of selected models framed as stochastic optimization challenges, emphasizing the critical role of optimal stopping times in sequential statistical procedures. The authors go on to explore models featuring multiple stopping and shares on leading applications, particularly focusing on change point detection, selection problems, and the nuances of behavioral ecology. In the following chapters, an array of perspectives on model strategies is presented, elucidating their interpretation and the methodologies underpinning their genesis. Essential notations and definitions are introduced, examining general theorems about solution existence and structure, with an intricate analysis of optimal stopping predicaments and addressing crucial multilateral models. The reader is presented with the practical application of models based on multiple stopping within stochastic processes. The coverage includes a diverse array of domains, including sequential statistics, finance, economics, and the broader generalization of the best-choice problem. Additionally, it delves into numerical and asymptotic solutions, offering a comprehensive exploration of optimal stopping quandaries.The book will be of interest to researchers and practitioners in fields such as economics, finance, and engineering. It could also be used by graduate students doing a research degree in insurance, economics or business analytics or an advanced undergraduate course in mathematical sciences.
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Da: Chiron Media, Wallingford, , Regno UnitoChiron Media
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paperback. Condizione: New.
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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Da: THE SAINT BOOKSTORE, Southport, , Regno UnitoTHE SAINT BOOKSTORE
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Paperback / softback. Condizione: New. New copy - Usually dispatched within 4 working days.
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Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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Da: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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Da: Speedyhen, Hertfordshire, Regno UnitoSpeedyhen
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Da: Revaluation Books, Exeter, , Regno UnitoRevaluation Books
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Da: Majestic Books, Hounslow, , Regno UnitoMajestic Books
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Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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Da: Rarewaves USA United, OSWEGO, IL, U.S.A.Rarewaves USA United
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EUR 77,94
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Paperback. Condizione: New. This book presents the theory of rational decisions involving the selection of stopping times in observed discrete-time stochastic processes, both by single and multiple decision-makers. Readers will become acquainted with the models, strategies, and applications of these models.It begins with an exam…ination of selected models framed as stochastic optimization challenges, emphasizing the critical role of optimal stopping times in sequential statistical procedures. The authors go on to explore models featuring multiple stopping and shares on leading applications, particularly focusing on change point detection, selection problems, and the nuances of behavioral ecology. In the following chapters, an array of perspectives on model strategies is presented, elucidating their interpretation and the methodologies underpinning their genesis. Essential notations and definitions are introduced, examining general theorems about solution existence and structure, with an intricate analysis of optimal stopping predicaments and addressing crucial multilateral models. The reader is presented with the practical application of models based on multiple stopping within stochastic processes. The coverage includes a diverse array of domains, including sequential statistics, finance, economics, and the broader generalization of the best-choice problem. Additionally, it delves into numerical and asymptotic solutions, offering a comprehensive exploration of optimal stopping quandaries.The book will be of interest to researchers and practitioners in fields such as economics, finance, and engineering. It could also be used by graduate students doing a research degree in insurance, economics or business analytics or an advanced undergraduate course in mathematical sciences.
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Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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Altre immagini- Brossura
Da: preigu, Osnabrück, Germaniapreigu
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Taschenbuch. Condizione: Neu. Multiple Stopping Problems | Unilateral and Multilateral Approaches | Georgy Sofronov (u. a.) | Taschenbuch | Einband - flex.(Paperback) | Englisch | 2024 | Chapman and Hall/CRC | EAN 9781032525440 | Verantwortliche Person für die EU: Taylor & Francis Verlag GmbH, Kaufingerstr. 24, 80331 München, gp…sr[at]taylorandfrancis[dot]com | Anbieter: preigu.
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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Condizione: New. 1st edition NO-PA16APR2015-KAP.
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Da: THE SAINT BOOKSTORE, Southport, , Regno UnitoTHE SAINT BOOKSTORE
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Hardback. Condizione: New. New copy - Usually dispatched within 4 working days.
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Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
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