{"product_id":"sequential-stochastic-optimization-9780471577546","title":"Sequential Stochastic Optimization","description":"\u003cp\u003e • Author(s): R. Cairoli\u003cbr\u003e • Publisher: Wiley-Interscience\u003cbr\u003e • Publisher Imprint: Wiley-Interscience\u003cbr\u003e • BISAC: Probability \u0026amp; Statistics - General\u003c\/p\u003e\u003cp\u003eSequential 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.\u003cbr\u003e \u003cbr\u003e Major topics covered in Sequential Stochastic Optimization include:\u003cbr\u003e * Fundamental notions, such as essential supremum, stopping points,accessibility, martingales and supermartingales indexed by INd\u003cbr\u003e * Conditions which ensure the integrability of certain suprema ofpartial sums of arrays of independent random variables\u003cbr\u003e * The general theory of optimal stopping for processes indexed byInd\u003cbr\u003e * Structural properties of information flows\u003cbr\u003e * Sequential sampling and the theory of optimal sequential control\u003cbr\u003e * Multi-armed bandits, Markov chains and optimal switching betweenrandom walks\u003c\/p\u003e","brand":"Wiley-Interscience","offers":[{"title":"Hardcover","offer_id":45201825431703,"sku":"9780471577546","price":21850.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9780471577546.webp?v=1767307647","url":"https:\/\/atlanticbooks.com\/products\/sequential-stochastic-optimization-9780471577546","provider":"Atlantic Books","version":"1.0","type":"link"}