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: A Practical Guide to Robust OptimizationA Practical Guide to Robust Optimization
by - arXiv
The aim of this paper is to help practitioners to understand robust optimization and to successfully apply it in practice. We provide a brief introduction to robust optimization, and also describe important do's and don'ts for using it in practice.
(2795 views)
Book cover: Convex Optimization: Algorithms and ComplexityConvex Optimization: Algorithms and Complexity
by - arXiv.org
This text presents the main complexity theorems in convex optimization and their algorithms. Starting from the fundamental theory of black-box optimization, the material progresses towards recent advances in structural and stochastic optimization.
(592 views)
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 ...
(1964 views)
Book cover: Lectures on Optimization: Theory and AlgorithmsLectures on Optimization: Theory and Algorithms
by - Tata Institute of Fundamental Research
Contents: Differential Calculus in Normed Linear Spaces; Minimization of Functionals; Minimization Without Constraints; Minimization with Constraints; Duality and Its Applications; Elements of the Theory of Control and Elements of Optimal Design.
(5713 views)