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.
(14712 views)
Book cover: Optimization Algorithms: Methods and ApplicationsOptimization Algorithms: Methods and Applications
by - InTech
This book covers state-of-the-art optimization methods and their applications in wide range especially for researchers and practitioners who wish to improve their knowledge in this field. It covers applications in engineering and various other areas.
(5161 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.
(12555 views)
Book cover: Linear Complementarity, Linear and Nonlinear ProgrammingLinear Complementarity, Linear and Nonlinear Programming
by
This book provides an in-depth and clear treatment of all the important practical, technical, computational, geometric, and mathematical aspects of the Linear Complementarity Problem, Quadratic Programming, and their various applications.
(9228 views)