{"product_id":"9780471577546","title":"Sequential Stochastic Optimization","description":"\u003ch3\u003eWiley Series in Probability and Statistics\u003c\/h3\u003e\u003ch1\u003eSequential Stochastic Optimization\u003c\/h1\u003e\u003ch3\u003eR. Cairoli | Robert C. Dalang\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eMathematics \/ Probability \u0026amp; Statistics \/ General\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\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\/div\u003e\u003cdiv\u003e  \u003cp\u003eR. Cairoli and Robert C. Dalang are the authors of Sequential Stochastic Optimization, published by Wiley. \u003c\/p\u003e\n\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e02 February 1996\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley-Interscience\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9780471577546\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003eHardback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e352\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e24.0\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44378593165452,"sku":"9780471577546","price":236.66,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9780471577546_4574f007-9b35-475d-894a-fdc25cdff395.jpg?v=1780160873","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9780471577546","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}