Sequential stochastic optimization:
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York
Wiley
©1996
|
| Series: | Wiley series in probability and mathematical statistics. Probability and statistics
|
| Subjects: | |
| Online Access: | FRO01 UBG01 Volltext |
| Item Description: | "A Wiley-Interscience publication." Includes bibliographical references (pages 314-319) and indexes 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-paramet |
| Physical Description: | 1 Online-Ressource (xi, 327 pages) |
| ISBN: | 9781118164402 1118164407 9781118164396 1118164393 0471577545 9780471577546 |
Staff View
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Record in the Search Index
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| author | Cairoli, R. |
| author_facet | Cairoli, R. |
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| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
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| id | DE-604.BV043393556 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:24:45Z |
| institution | BVB |
| isbn | 9781118164402 1118164407 9781118164396 1118164393 0471577545 9780471577546 |
| language | English |
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| physical | 1 Online-Ressource (xi, 327 pages) |
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| publishDate | 1996 |
| publishDateSearch | 1996 |
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| publisher | Wiley |
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| series2 | Wiley series in probability and mathematical statistics. Probability and statistics |
| spelling | Cairoli, R. Verfasser aut Sequential stochastic optimization R. Cairoli, Robert C. Dalang New York Wiley ©1996 1 Online-Ressource (xi, 327 pages) txt rdacontent c rdamedia cr rdacarrier Wiley series in probability and mathematical statistics. Probability and statistics "A Wiley-Interscience publication." Includes bibliographical references (pages 314-319) and indexes 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-paramet Stochastic processes MATHEMATICS / Probability & Statistics / General bisacsh Stochastische processen gtt Arrêt optimal (Statistique mathématique) ram Programmation dynamique ram Commande stochastique ram Stochastische Optimierung swd Dynamic programming fast Optimal stopping (Mathematical statistics) fast Stochastic control theory fast Optimal stopping (Mathematical statistics) Dynamic programming Stochastic control theory Stochastische Optimierung (DE-588)4057625-5 gnd rswk-swf CSP (DE-588)4329097-8 gnd rswk-swf Electronic books Stochastische Optimierung (DE-588)4057625-5 s 1\p DE-604 CSP (DE-588)4329097-8 s 2\p DE-604 Dalang, Robert C. Sonstige oth https://onlinelibrary.wiley.com/doi/book/10.1002/9781118164396 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Cairoli, R. Sequential stochastic optimization Stochastic processes MATHEMATICS / Probability & Statistics / General bisacsh Stochastische processen gtt Arrêt optimal (Statistique mathématique) ram Programmation dynamique ram Commande stochastique ram Stochastische Optimierung swd Dynamic programming fast Optimal stopping (Mathematical statistics) fast Stochastic control theory fast Optimal stopping (Mathematical statistics) Dynamic programming Stochastic control theory Stochastische Optimierung (DE-588)4057625-5 gnd CSP (DE-588)4329097-8 gnd |
| subject_GND | (DE-588)4057625-5 (DE-588)4329097-8 |
| title | Sequential stochastic optimization |
| title_auth | Sequential stochastic optimization |
| title_exact_search | Sequential stochastic optimization |
| title_full | Sequential stochastic optimization R. Cairoli, Robert C. Dalang |
| title_fullStr | Sequential stochastic optimization R. Cairoli, Robert C. Dalang |
| title_full_unstemmed | Sequential stochastic optimization R. Cairoli, Robert C. Dalang |
| title_short | Sequential stochastic optimization |
| title_sort | sequential stochastic optimization |
| topic | Stochastic processes MATHEMATICS / Probability & Statistics / General bisacsh Stochastische processen gtt Arrêt optimal (Statistique mathématique) ram Programmation dynamique ram Commande stochastique ram Stochastische Optimierung swd Dynamic programming fast Optimal stopping (Mathematical statistics) fast Stochastic control theory fast Optimal stopping (Mathematical statistics) Dynamic programming Stochastic control theory Stochastische Optimierung (DE-588)4057625-5 gnd CSP (DE-588)4329097-8 gnd |
| topic_facet | Stochastic processes MATHEMATICS / Probability & Statistics / General Stochastische processen Arrêt optimal (Statistique mathématique) Programmation dynamique Commande stochastique Stochastische Optimierung Dynamic programming Optimal stopping (Mathematical statistics) Stochastic control theory CSP |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118164396 |
| work_keys_str_mv | AT cairolir sequentialstochasticoptimization AT dalangrobertc sequentialstochasticoptimization |