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Optimal Stopping and Applications by Thomas S. Ferguson

Optimal Stopping and Applications

Optimal Stopping and Applications by Thomas S. Ferguson
Optimal Stopping and Applications by Thomas S. Ferguson
Publisher: UCLA 2008
From the table of contents: Stopping Rule Problems; Finite Horizon Problems; The Existence of Optimal Rules; Applications. Markov Models; Monotone Stopping Rule Problems; Maximizing the Rate of Return; Bandit Problems; Solutions to the Exercises.
Mathematics Applied Optimization
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