Optimal Stopping Rules

• Κύριος συγγραφέας: Shiryaev, Albert N. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Rozovskii, B. (Επιμελητής έκδοσης), Grimmett, G. (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2008.
• Σειρά: Stochastic Modelling and Applied Probability, 8
• Θέματα: 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...

Πίνακας περιεχομένων:

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