Sofronov georgy (43 risultati)
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PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
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Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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EUR 63,66
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Da: PBShop.store UK, Fairford, GLOS, Regno UnitoPBShop.store UK
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EUR 62,11
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PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
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Da: California Books, Miami, FL, U.S.A.California Books
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Condizione: New.
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Da: Rarewaves.com USA, London, LONDO, Regno UnitoRarewaves.com USA
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EUR 74,89
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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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Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
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Condizione: New.
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Da: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
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EUR 76,72
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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: Chiron Media, Wallingford, Regno UnitoChiron Media
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EUR 59,36
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paperback. Condizione: New.
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Da: Rarewaves USA, HEBRON, KY, U.S.A.Rarewaves USA
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EUR 78,23
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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: Books Puddle, New York, NY, U.S.A.Books Puddle
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EUR 74,75
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Condizione: New. 1st edition NO-PA16APR2015-KAP.
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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EUR 67,17
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Condizione: New. In.
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Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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EUR 70,28
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Condizione: New.
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Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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EUR 65,47
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Condizione: As New. Unread book in perfect condition.
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Da: THE SAINT BOOKSTORE, Southport, Regno UnitoTHE SAINT BOOKSTORE
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EUR 64,93
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Paperback / softback. Condizione: New. New copy - Usually dispatched within 4 working days.
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Da: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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EUR 87,61
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Condizione: New.
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Da: Speedyhen, Hertfordshire, Regno UnitoSpeedyhen
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Condizione: NEW.
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Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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EUR 95,65
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Paperback. Condizione: Brand New. 304 pages. 9.18x6.12x9.21 inches. In Stock.
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- Edizione Internazionale
Da: UK BOOKS STORE, London, LONDO, Regno UnitoUK BOOKS STORE
Contatta il venditoreVenditore con 4 stelleEdizione InternazionaleCondizione: Nuovo
EUR 112,01
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Condizione: New. Brand New! Fast Delivery This is an International Edition and ship within 24-48 hours. Deliver by FedEx and Dhl, & Aramex, UPS, & USPS and we do accept APO and PO BOX Addresses. Order can be delivered worldwide within 6-10 days and we do have flat rate for up to 2LB. Extra shipping charges will be requested if t…he Book weight is more than 5 LB. This Item May be shipped from India, United states & United Kingdom. Depending on your location and availability.
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Da: moluna, Greven, Germaniamoluna
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EUR 69,86
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: 3 disponibili
Condizione: New. Georgy Sofronov received his PhD degree in Probability Theory and Mathematical Statistics from Moscow State University in 2002. He has held academic positions at several universities including the University of Queensland and the University of Wol.
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Da: Rarewaves USA United, HEBRON, KY, U.S.A.Rarewaves USA United
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 80,45
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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: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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EUR 123,64
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Condizione: New.
Altre immagini- Brossura
Da: preigu, Osnabrück, Germaniapreigu
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EUR 54,85
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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: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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EUR 113,77
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Condizione: New.
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Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Come nuovo
EUR 130,41
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Condizione: As New. Unread book in perfect condition.
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Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
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EUR 137,92
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Condizione: New.
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Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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EUR 130,90
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Condizione: As New. Unread book in perfect condition.
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Da: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
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EUR 117,61
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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 our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Da: Rarewaves.com UK, London, Regno UnitoRarewaves.com UK
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 72,46
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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.
