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 Programming Using Algebraic SystemsApplied Mathematical Programming Using Algebraic Systems
by - Texas A&M University
This book is intended to both serve as a reference guide and a text for a course on Applied Mathematical Programming. The text concentrates upon conceptual issues, problem formulation, computerized problem solution, and results interpretation.
(6329 views)
Book cover: The Design of Approximation AlgorithmsThe Design of Approximation Algorithms
by - Cambridge University Press
This book shows how to design approximation algorithms: efficient algorithms that find provably near-optimal solutions. It is organized around techniques for designing approximation algorithms, including greedy and local search algorithms.
(9554 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.
(8993 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.
(6702 views)