Optimal Stopping Rules

• Main Author: Shiryaev, Albert N. (Author)
• Corporate Author: SpringerLink (Online service)
• Other Authors: Rozovskii, B. (Editor), Grimmett, G. (Editor)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2008.
• Series: Stochastic Modelling and Applied Probability, 8
• Subjects: Mathematics.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Statistics for Business/Economics/Mathematical Finance/Insurance.

Although three decades have passed since first publication of this book reprinted now as a result of popular demand, the content remains up-to-date and interesting for many researchers as is shown by the many references to it in current publications. The "ground floor" of Optimal Stopping...

Table of Contents:

• Random Processes: Markov Times
• Optimal Stopping of Markov Sequences
• Optimal Stopping of Markov Processes
• Some Applications to Problems of Mathematical Statistics.