Sequential Stochastic Optimization Cairoli Hardback Wiley–Blackwell

Sequential Stochastic OptimizationAuthor(s): R. Cairoli, Robert C. Dalang\nFormat: Hardback\nPublisher: John Wiley & Sons Inc, United States\nImprint: Wiley-Interscience\nISBN-13: 9780471577546, 978-0471577546\nSynopsis\nSequential Stochastic Optimization provides mathematicians andapplied researchers with a well-developed framework in whichstochastic optimization problems can be formulated and [url] 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 supermarts