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Wiley Sequential Stochastic Optimization - Mathematics Textbook

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Description

Sequential Stochastic Optimization by Wiley provides mathematicians and applied researchers with a comprehensive framework for formulating and solving stochastic optimization problems. This text offers a unified theory of optimal stopping and optimal sequential control of stochastic processes, presenting material that is often new or previously unavailable in book form. Designed for clarity and accessibility, the book is organized to accommodate readers with minimal prior knowledge of the specific subject. The only prerequisites required are a standard graduate course in probability theory and some familiarity with the field. This makes it an effective resource for researchers looking to master complex stochastic processes through a well-developed and lucidly presented theoretical structure.

Key Features

Provides a well-developed framework for mathematicians and applied researchers to formulate and solve stochastic optimization problems.

Presents a unified theory covering both optimal stopping and optimal sequential control of stochastic processes.

Includes new material and concepts that have not appeared in previous book formats.

Organized for accessibility, requiring only a standard graduate course in probability theory as a prerequisite.

Delivers a lucid presentation of complex mathematical theories for easier comprehension by researchers.

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
13 February 1996
Listed Since
13 February 2007

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No barcode data available

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