| 書目名稱 | Optimal Stopping Rules |
| 編輯 | Albert N. Shiryaev,B. Rozovskii,G. Grimmett |
| 視頻video | http://file.papertrans.cn/703/702928/702928.mp4 |
| 概述 | Although three decades have passed since first publication of this book reprinted now as a result of popular demand, the content remains up-to-date and interesting for many researchers as is shown by |
| 叢書名稱 | Stochastic Modelling and Applied Probability |
| 圖書封面 |  |
| 描述 | Along with conventional problems of statistics and probability, the - vestigation of problems occurring in what is now referred to as stochastic theory of optimal control also started in the 1940s and 1950s. One of the most advanced aspects of this theory is the theory of optimal stopping rules, the development of which was considerably stimulated by A. Wald, whose Sequential ~nal~sis‘ was published in 1947. In contrast to the classical methods of mathematical statistics, according to which the number of observations is fixed in advance, the methods of sequential analysis are characterized by the fact that the time at which the observations are terminated (stopping time) is random and is defined by the observer based on the data observed. A. Wald showed the advantage of sequential methods in the problem of testing (from independent obser- tions) two simple hypotheses. He proved that such methods yield on the average a smaller number of observations than any other method using fixed sample size (and the same probabilities of wrong decisions). Furth- more, Wald described a specific sequential procedure based on his sequ- tial probability ratio criterion which proved to be optimal in |
| 出版日期 | Book 2008 |
| 關鍵詞 | Markov Processes; Markov process; Observable; Optimal Stopping; Stochastic Optimization; mathematical sta |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-540-74011-7 |
| isbn_softcover | 978-3-540-74010-0 |
| isbn_ebook | 978-3-540-74011-7Series ISSN 0172-4568 Series E-ISSN 2197-439X |
| issn_series | 0172-4568 |
| copyright | Springer-Verlag Berlin Heidelberg 2008 |
|Archiver|手機版|小黑屋|
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