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Optimal Stopping Rules eBook

by Albert N. Shiryaev
language: english
Publisher: Springer Berlin Heidelberg, September of 2007 ‧
98,71€
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Develops the general theory of the construction of optimal stopping policies for the case of Markov processes in discrete and continuous time. This work focuses on applications that address problems of the testing of statistical hypotheses, and quickest detection of the time of change of the probability characteristics of the observable processes.

Optimal Stopping Rules

by Albert N. Shiryaev

Property Description
ISBN: 9783540740117
Publisher: Springer Berlin Heidelberg
Release Date: September of 2007
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Stochastic Modelling And Applied Probability
Categories: eBooks in English > Science > Mathematics
EAN: 9783540740117