Sequential Stochastic Optimization is popular PDF and ePub book, written by R. Cairoli in 2011-07-26, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Sequential Stochastic Optimization can be Read Online from any device for your convenience.
Sequential Stochastic Optimization Book PDF Summary
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
Detail Book of Sequential Stochastic Optimization PDF
- Author : R. Cairoli
- Release : 26 July 2011
- Publisher : John Wiley & Sons
- ISBN : 9781118164402
- Genre : Mathematics
- Total Page : 348 pages
- Language : English
- PDF File Size : 11,5 Mb
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