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Sequential stochastic optimization

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Published by Wiley in New York .
Written in English

Subjects:

  • Optimal stopping (Mathematical statistics),
  • Dynamic programming.,
  • Stochastic control theory.

Book details:

Edition Notes

StatementR. Cairoli, Robert C. Dalang.
SeriesWiley series in probability and mathematical statistics.
ContributionsDalang, Robert C., 1961-
Classifications
LC ClassificationsQA279.7 .C35 1996
The Physical Object
Paginationxi, 327 p. ;
Number of Pages327
ID Numbers
Open LibraryOL1113239M
ISBN 100471577545
LC Control Number94039134

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