Sequential Stochastic Optimization
Cairoli, R. / Dalang, Robert C![Sequential Stochastic Optimization](https://support.digitalhusky.com/media/annotations/sorted/137/1373473/CHSBZCOP031373473.jpg)
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it lucidly presents a unified theory of optimal stopping and optimal sequential control of stochastic processes. This book has been carefully organized so that little prior kn...