Cairoli, R. (Renzo), 1931-1994.
Sequential stochastic optimization / R. Cairoli, Robert C. Dalang.
— New York : Wiley, c1996. xi, 327 p. ; 25 cm. — (Wiley series in probability and mathematical statistics. Probability and statistics)
"A Wiley-Interscience publication."
Incluye referencias bibliográficas (p. 314-319) e índices.
Contenido: 1. Preliminaries — 2. Sums of independent random variables — 3. Optimal stopping — 4. Reduction to a single dimension — 5. Accessibility and filtration structure — 6. Sequential sampling — 7. Optimal sequential control — 8. Multiarmed bandits — . The Markovian case — 10. Optimal switching between two random walks.
ISBN 0471577545
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