Logo

Optimal Stopping and Applications

Small book cover: Optimal Stopping and Applications

Optimal Stopping and Applications
by

Publisher: UCLA

Description:
From the table of contents: Stopping Rule Problems; Finite Horizon Problems; The Existence of Optimal Rules; Applications. Markov Models; Monotone Stopping Rule Problems; Maximizing the Rate of Return; Bandit Problems; Solutions to the Exercises.

Home page url

Download or read it online for free here:
Download link
(multiple PDF files)

Similar books

Book cover: Decision Making and Productivity MeasurementDecision Making and Productivity Measurement
by - arXiv
I wrote this book as a self-teaching tool to assist every teacher, student, mathematician or non-mathematician, and to support their understanding of the elementary concepts on assessing the performance of a set of homogenous firms ...
(2186 views)
Book cover: Optimization and Dynamical SystemsOptimization and Dynamical Systems
by - Springer
Aimed at mathematics and engineering graduate students and researchers in the areas of optimization, dynamical systems, control systems, signal processing, and linear algebra. The problems solved are those of linear algebra and linear systems theory.
(8973 views)
Book cover: Convex OptimizationConvex Optimization
by - Cambridge University Press
A comprehensive introduction to the subject for students and practitioners in engineering, computer science, mathematics, statistics, finance, etc. The book shows in detail how optimization problems can be solved numerically with great efficiency.
(12540 views)
Book cover: Notes on OptimizationNotes on Optimization
by - Van Nostrand
The author presents the main concepts mathematical programming and optimal control to students having diverse technical backgrounds. A reasonable knowledge of advanced calculus, linear algebra, and linear differential equations is required.
(7430 views)