文件名称：Optimal_Stopping_Rules-Shiryaev
文件大小：8.34MB
文件格式：PDF
更新时间：2021-06-14 16:00:03
Math
Along with conventional problems of statistics and probability, the investigation 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 of optimal stopping rules, the development of which was considerably stimulated by A. Wald, whose Sequential~ n a l ~ s i s ' was published in 1947.