{"product_id":"sequential-stochastic-optimization-hardback-9780471577546","title":"Sequential Stochastic Optimization (Hardback) 9780471577546","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eSequential Stochastic Optimization\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cfont size=\"4\"\u003eR. Cairoli (Author), Robert C. Dalang (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780471577546, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 13 February 1996\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e352 pages\u003cbr\u003e24.3 x 16.3 x 2.3 cm, 0.68 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\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.\u003cbr\u003e \u003cbr\u003e Major topics covered in Sequential Stochastic Optimization include:\u003cbr\u003e * Fundamental notions, such as essential supremum, stopping points,accessibility, martingales and supermartingales indexed by INd\u003cbr\u003e * Conditions which ensure the integrability of certain suprema ofpartial sums of arrays of independent random variables\u003cbr\u003e * The general theory of optimal stopping for processes indexed byInd\u003cbr\u003e * Structural properties of information flows\u003cbr\u003e * Sequential sampling and the theory of optimal sequential control\u003cbr\u003e * Multi-armed bandits, Markov chains and optimal switching betweenrandom walks\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePreliminaries.\u003cbr\u003e \u003cbr\u003e Sums of Independent Random Variables.\u003cbr\u003e \u003cbr\u003e Optimal Stopping.\u003cbr\u003e \u003cbr\u003e Reduction to a Single Dimension.\u003cbr\u003e \u003cbr\u003e Accessibility and Filtration Structure.\u003cbr\u003e \u003cbr\u003e Sequential Sampling.\u003cbr\u003e \u003cbr\u003e Optimal Sequential Control.\u003cbr\u003e \u003cbr\u003e Multiarmed Bandits.\u003cbr\u003e \u003cbr\u003e The Markovian Case.\u003cbr\u003e \u003cbr\u003e Optimal Switching Between Two Random Walks.\u003cbr\u003e \u003cbr\u003e Bibliography.\u003cbr\u003e \u003cbr\u003e Indexes.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Mathematics [\u003ca title=\"See our other books on Mathematics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Mathematics%20%5BPB%5D%22\"\u003ePB\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley-Interscience","offers":[{"title":"Brand New","offer_id":52297995452696,"sku":"9780471577546","price":138.99,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9780471577546.jpg?v=1781730332","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/sequential-stochastic-optimization-hardback-9780471577546","provider":"Freshly Printed Books","version":"1.0","type":"link"}