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Optimal_Stopping_RulesShiryaev

上传者: 2020-06-20 19:09:32上传 PDF文件 8.34MB 热度 18次
Alongwithconventionalproblemsofstatisticsandprobability,theinvestigationofproblemsoccurringinwhatisnowreferredtoasstochastictheoryofoptimalcontrolalsostartedinthe1940sand1950s.Oneofthemostadvancedaspectsofthistheoryisthetheoryofoptimalstoppingrules,the
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