Georgy Sofronov, Krzysztof Szajowski

eBook, PDF

Multiple Stopping Problems (eBook, PDF)

Unilateral and Multilateral Approaches

Beschreibung

This book presents the theory of rational decisions involving the selection of stopping times in observed discrete-time stochastic processes, both by single and multiple decision-makers. Readers will become acquainted with the models, strategies, and applications of these models.

Technische Details

• Geräte: PC
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• Größe: 19.74MB

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Autor

Georgy Sofronov received his PhD degree in Probability Theory and Mathematical Statistics from Moscow State University in 2002. He has held academic positions at several universities including the University of Queensland and the University of Wollongong. Currently, he is an Associate Professor in Statistics at Macquarie University. He serves on the editorial boards of Statistical Papers and Methodology and Computing in Applied Probability. His research interests include Markov chain Monte Carlo simulation, the Cross-Entropy method, change-point problems and optimal stopping rules.

Krzysztof J. Szajowski received his PhD degree and habilitation in Mathematical Sciences from the Technical University of Wroclaw in 1980 and 1996, respectively. Since 1973, he has held academic and visiting research positions at Wroclaw University of Technology, Delft University of Technology, Purdue University and the Institute of Mathematics of the Polish Academy of Sciences. Currently, he is an Emeritus Professor at Wroclaw University of Science and Technology. He is a member of the editorial board of Mathematica Applicanda and former its editor-in-chief, as well as a member of the editorial board of the journal Scientiae Mathematicae Japonicae and Annals of Dynamic Games. His current research interests lie in probability theory and mathematical statistics, applied mathematics, change-point detection, optimal stopping problems and game theory models.

Produktdetails

• Verlag: Taylor & Francis eBooks
• Seitenzahl: 374
• Erscheinungstermin: 24. Dezember 2024
• Englisch
• ISBN-13: 9781040228920
• Artikelnr.: 72274907