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Published **1977**
by Springer-Verlag in New York .

Written in English

- Sequential analysis.,
- Optimal stopping (Mathematical statistics)

**Edition Notes**

Statement | A. N. Shiryayev ; translated by A. B. Aries. |

Series | Applications of mathematics ; 8 |

Classifications | |
---|---|

LC Classifications | QA279.7 |

ID Numbers | |

Open Library | OL21345764M |

ISBN 10 | 0387902562 |

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 s and s. 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' . Optimal Stopping Rules book. Read reviews from world’s largest community for readers. Although three decades have passed since the first publication of t 4/5(1). The Existence of Optimal Rules. Regular Stopping Rules. The Principle of Optimality and the Optimality Equation. The Wald Equation. Prophet Inequalities. Exercises. Chapter 4. Applications. Markov Models. Selling an Asset With and Without Recall. Stopping a Discounted Sum. Stopping a Sum With Negative Drift. In mathematics, the theory of optimal stopping or early stopping is concerned with the problem of choosing a time to take a particular action, in order to maximise an expected reward or minimise an expected cost. Optimal stopping problems can be found in areas of statistics, economics, and mathematical finance (related to the pricing of American options).

Optimal Stopping Rules by Albert N. Shiryaev, , available at Book Depository with free delivery worldwide.4/5(1). Overall, this is the best one on optimal stopping rule on current market. Read more. Helpful. Comment Report abuse. john smith. out of 5 stars One Star. Reviewed in the United States on Octo Verified Purchase. the cover and pages are damaged a lot. Read more. Helpful.3/5(2). This chapter discusses optimal stopping rules for X n /n and S n / describes two cases: (i) z n = X n /n and (ii) z n = S n / existence of optimal stopping rules for z n = X n /n is established by Chow–: Y.S. Chow, K.K. Lan. The theory of Optimal Stopping was considerably stimulated by A. Wald ().He showed that – in contrast to the classical methods of the Mathematical Statistics, according to which the decision is taken in a fixed (and nonrandom) time – the methods of the sequential analysis take observations sequentially and the decision is taken, generally speaking, at a random time whose value is.

Psychology Definition of OPTIMAL STOPPING RULE: a rule which dictates whenever one ought to end information compilation in a study. It is based upon a . Optimal stopping rules. [A N Shiri︠a︡ev; A B Aries] -- 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. ISBN: OCLC Number: Notes: ([original title]: Statistichesky posledovatelny analyz, ). stopping without statistical structure was made by Snell (). In the ’s, papers of Chow and Robbins () and () gave impetus to a new interest and rapid growth of the subject. The book, Great Expectations: The Theory of Optimal Stoppingby Chow, Robbins and Siegmund (), summarizes this development. § The Deﬁnition of the File Size: KB.

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