{ "item_title" : "Sequential Stochastic Optimization", "item_author" : [" R. Cairoli", "Robert C. Dalang "], "item_description" : "Sequential 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. Major topics covered in Sequential Stochastic Optimization include:* Fundamental notions, such as essential supremum, stopping points, accessibility, martingales and supermartingales indexed by INd* Conditions which ensure the integrability of certain suprema ofpartial sums of arrays of independent random variables* The general theory of optimal stopping for processes indexed byInd* Structural properties of information flows* Sequential sampling and the theory of optimal sequential control* Multi-armed bandits, Markov chains and optimal switching betweenrandom walks", "item_img_path" : "https://covers3.booksamillion.com/covers/bam/0/47/157/754/0471577545_b.jpg", "price_data" : { "retail_price" : "254.95", "online_price" : "254.95", "our_price" : "254.95", "club_price" : "254.95", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }

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