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Sequential stochastic optimization
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 unifie...
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
Wiley
1996
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/289248 |
| _version_ | 1780888506133905408 |
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| author | Cairoli, Renzo Dalang, Robert C |
| author_facet | Cairoli, Renzo Dalang, Robert C |
| author_sort | Cairoli, Renzo |
| collection | CERN |
| description | 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 |
| id | cern-289248 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 1996 |
| publisher | Wiley |
| record_format | invenio |
| spelling | cern-2892482021-04-22T03:36:58Zhttp://cds.cern.ch/record/289248engCairoli, RenzoDalang, Robert CSequential stochastic optimizationMathematical Physics and MathematicsSequential 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-parametWileyoai:cds.cern.ch:2892481996 |
| spellingShingle | Mathematical Physics and Mathematics Cairoli, Renzo Dalang, Robert C Sequential stochastic optimization |
| title | Sequential stochastic optimization |
| title_full | Sequential stochastic optimization |
| title_fullStr | Sequential stochastic optimization |
| title_full_unstemmed | Sequential stochastic optimization |
| title_short | Sequential stochastic optimization |
| title_sort | sequential stochastic optimization |
| topic | Mathematical Physics and Mathematics |
| url | http://cds.cern.ch/record/289248 |
| work_keys_str_mv | AT cairolirenzo sequentialstochasticoptimization AT dalangrobertc sequentialstochasticoptimization |