{"product_id":"sequential-stochastic-optimization-wiley-series-in-probability-and-statistics-0471577545","title":"Sequential Stochastic Optimization (Wiley Series in Probability and Statistics)","description":"\u003cp\u003e\u003cstrong\u003eISBN:\u003c\/strong\u003e 0471577545\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eAuthor:\u003c\/strong\u003e Cairoli, R.\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eCondition:\u003c\/strong\u003e New\u003c\/p\u003e\u003cp\u003eSequential 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\u003c\/p\u003e","brand":"Mia Karts","offers":[{"title":"Default Title","offer_id":51930778042656,"sku":"NEW0471577545","price":267.38,"currency_code":"USD","in_stock":true}],"url":"https:\/\/miakarts.com\/products\/sequential-stochastic-optimization-wiley-series-in-probability-and-statistics-0471577545","provider":"Miakarts Books","version":"1.0","type":"link"}