Optimal stopping rules / A. N. Shiryaev
Type de document : Livre numériqueCollection : Stochastic modelling and applied probability, 8Langue : anglais.Éditeur : Berlin : Springer, 2008ISBN: 9783540740100.ISSN: 2197-439X.Sujet MSC : 60G40, Probability theory and stochastic processes, Stopping times; optimal stopping problems; gambling theory60J05, Probability theory and stochastic processes, Discrete-time Markov processes on general state spaces
60J25, Probability theory and stochastic processes, Continuous-time Markov processes on general state spaces
35R35, Miscellaneous topics in partial differential equations, Free boundary problems for PDEs
62C10, Statistical decision theory, Bayesian problems; characterization of Bayes proceduresEn-ligne : Springerlink | Zentralblatt
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reprint of the 1978 edition
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