Game Theory, Optimal Stopping, Probability and Statistics PDF Download
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Author: Thomas Shelburne Ferguson
Publisher: IMS
ISBN: 9780940600485
Category : Mathematics
Languages : en
Pages : 302
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Book Description
Author: Thomas Shelburne Ferguson
Publisher: IMS
ISBN: 9780940600485
Category : Mathematics
Languages : en
Pages : 302
Get Book Here
Book Description
Author:
Publisher:
ISBN:
Category : Game theory
Languages : en
Pages : 324
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Book Description
This e-book is the product of Project Euclid and its mission to advance scholarly communication in the field of theoretical and applied mathematics and statistics. Project Euclid was developed and deployed by the Cornell University Library and is jointly managed by Cornell and the Duke University Press.
Author: Goran Peskir
Publisher: Springer Science & Business Media
ISBN: 3764373903
Category : Mathematics
Languages : en
Pages : 515
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Book Description
This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the theory of optimal stopping is exposed at its basic principles in discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from change of time, space, and measure, to more recent ones such as local time-space calculus and nonlinear integral equations. A chapter on stochastic processes makes the material more accessible. The book will appeal to those wishing to master stochastic calculus via fundamental examples. Areas of application include financial mathematics, financial engineering, and mathematical statistics.
Author: Yuan Shih Chow
Publisher: Dover Publications
ISBN: 9780486666501
Category : Mathematics
Languages : en
Pages : 139
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Book Description
Author: Thomas S. Ferguson
Publisher: Academic Press
ISBN: 1483221237
Category : Mathematics
Languages : en
Pages : 409
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Book Description
Mathematical Statistics: A Decision Theoretic Approach presents an investigation of the extent to which problems of mathematical statistics may be treated by decision theory approach. This book deals with statistical theory that could be justified from a decision-theoretic viewpoint. Organized into seven chapters, this book begins with an overview of the elements of decision theory that are similar to those of the theory of games. This text then examines the main theorems of decision theory that involve two more notions, namely the admissibility of a decision rule and the completeness of a class of decision rules. Other chapters consider the development of theorems in decision theory that are valid in general situations. This book discusses as well the invariance principle that involves groups of transformations over the three spaces around which decision theory is built. The final chapter deals with sequential decision problems. This book is a valuable resource for first-year graduate students in mathematics.
Author: Agnes Chao Hsiung
Publisher: World Scientific
ISBN: 981447665X
Category : Mathematics
Languages : en
Pages : 421
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Book Description
This volume is a collection of papers in celebration of the 80th birthday of Yuan-Shih Chow, whose influential work in probability and mathematical statistics has contributed greatly to mathematics education and the development of statistics research and application in Taiwan and mainland China.The twenty-two papers cover a wide range of problems reflecting both the broad scope of areas where Professor Chow has made major contributions and recent advances in probability theory and statistics.
Author: Moshe Shaked
Publisher: IMS
ISBN: 9780940600294
Category : Mathematics
Languages : en
Pages : 434
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Book Description
Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 1804
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Book Description
Author: Raghu Raj Bahadur
Publisher: IMS
ISBN: 9780940600539
Category : Mathematics
Languages : en
Pages : 90
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Book Description
"In the Winter Quarter of the academic year 1984-1985, Raj Bahadur gave a series of lectures on estimation theory at the University of Chicago"--Page i.
Author: Melvin Dresher
Publisher: Courier Corporation
ISBN: 0486150062
Category : Mathematics
Languages : en
Pages : 212
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Book Description
This text offers an exceptionally clear presentation of the mathematical theory of games of strategy and its applications to many fields including economics, military, business, and operations research.
