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Optimal Stopping Rules
A.B. Aries , Albert N. Shiryaev
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 1940s and 1950s. One of the most advanced aspects of this theory is the theory...

Editeur : Springer
Parution : 2007-09-23

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89,66 €