Cairoli, R. 1931-1994

Sequential stochastic optimization / R. Cairoli, Robert C. Dalang - New York : John Wiley, c1996 - xi, 327 p. : fig. ; 23 cm. - Wiley series in probability and mathematical statistics. Probability and statistics .

Includes bibliographical references and index

0471577545 : USD 59.95


Optimal stopping (Mathematical statistics)
Dynamic programming
Stochastic control theory

519.2