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Sequential Stochastic Optimization

ISBN: 978-0-471-57754-6
Hardcover
352 pages
February 1996
List Price: US $236.00
Government Price: US $163.16
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Preliminaries.

Sums of Independent Random Variables.

Optimal Stopping.

Reduction to a Single Dimension.

Accessibility and Filtration Structure.

Sequential Sampling.

Optimal Sequential Control.

Multiarmed Bandits.

The Markovian Case.

Optimal Switching Between Two Random Walks.

Bibliography.

Indexes.

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