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