Multiple Stopping Problems (Paperback)

Idioma: inglés

Editorial: Taylor & Francis Ltd, 2024

1032525444 / 9781032525440

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Descripción del artículo del vendedor

Paperback. This book presents the theory of rational decisions involving the selection of stopping times in observed discrete-time stochastic processes, both by single and multiple decision-makers. Readers will become acquainted with the models, strategies, and applications of these models.It begins with an examination of selected models framed as stochastic optimization challenges, emphasizing the critical role of optimal stopping times in sequential statistical procedures. The authors go on to explore models featuring multiple stopping and shares on leading applications, particularly focusing on change point detection, selection problems, and the nuances of behavioral ecology. In the following chapters, an array of perspectives on model strategies is presented, elucidating their interpretation and the methodologies underpinning their genesis. Essential notations and definitions are introduced, examining general theorems about solution existence and structure, with an intricate analysis of optimal stopping predicaments and addressing crucial multilateral models. The reader is presented with the practical application of models based on multiple stopping within stochastic processes. The coverage includes a diverse array of domains, including sequential statistics, finance, economics, and the broader generalization of the best-choice problem. Additionally, it delves into numerical and asymptotic solutions, offering a comprehensive exploration of optimal stopping quandaries.The book will be of interest to researchers and practitioners in fields such as economics, finance, and engineering. It could also be used by graduate students doing a research degree in insurance, economics or business analytics or an advanced undergraduate course in mathematical sciences. This book presents the theory of rational decisions involving the selection of stopping times in observed discrete-time stochastic processes, both by single and multiple decision-makers. Readers will become acquainted with the models, strategies, and applications of these models. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…

N° de ref. del artículo 9781032525440

Título
Multiple Stopping Problems (Paperback)
Autor
Georgy Sofronov
Editorial
Taylor & Francis Ltd
Año de publicación
2024
Estado
new
Encuadernación
Paperback
Idioma
inglés
ISBN 10
1032525444
ISBN 13
9781032525440

AussieBookSeller

Truganina, VIC, Australia

Vendedor de 5 estrellas

Vendedor de IberLibro desde 22 de junio de 2007

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ArtículoDe 25 a 45 días hábilesDe 8 a 14 días hábiles
Primer artículoEUR 32,96EUR 39,19
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Truganina, VIC Australia 3029