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: Applied Mathematical ProgrammingApplied Mathematical Programming
by - Addison-Wesley
This book shows you how to model a wide array of problems. Covered are topics such as linear programming, duality theory, sensitivity analysis, network/dynamic programming, integer programming, non-linear programming, and my favorite, etc.
(9800 views)
Book cover: Optimization Algorithms on Matrix ManifoldsOptimization Algorithms on Matrix Manifolds
by - Princeton University Press
Many science and engineering problems can be rephrased as optimization problems on matrix search spaces endowed with a manifold structure. This book shows how to exploit the structure of such problems to develop efficient numerical algorithms.
(12039 views)
Book cover: Linear Optimisation and Numerical AnalysisLinear Optimisation and Numerical Analysis
by - University of Aberdeen
The book describes the simplex algorithm and shows how it can be used to solve real problems. It shows how previous results in linear algebra give a framework for understanding the simplex algorithm and describes other optimization algorithms.
(10139 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.
(12882 views)