Sequential stochastic optimization
By: R. Cairoli, Robert C. Dalang.
Contributors: Dalang, Robert C., 1961-
Series: Wiley series in probability and mathematical statistics.
Publisher: Wiley
Published: 1996
Place of publication: New York
Language: eng
Number of pages: 327
Subjects: Optimal stopping (Mathematical statistics); Dynamic programming.; Stochastic control theory.
Notes: Includes bibliographical references (p. 314-319) and indexes.
"A Wiley-Interscience publication."