Overview
- 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 the many references to it in current publications
- The area of application of the optimal stopping theory is very broad
- Includes supplementary material: sn.pub/extras
Part of the book series: Stochastic Modelling and Applied Probability (SMAP, volume 8)
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Table of contents(4 chapters)
About this book
Authors, Editors and Affiliations
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Division of Applied Mathematics, Brown University, Providence, USA
B. Rozovskii
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Centre for Mathematical Sciences, Cambridge, UK
G. Grimmett
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Steklov Mathematical Institute, Moscow, Russia
Albert N. Shiryaev
Bibliographic Information
Book Title: Optimal Stopping Rules
Authors: Albert N. Shiryaev
Editors: B. Rozovskii, G. Grimmett
Series Title: Stochastic Modelling and Applied Probability
DOI: https://doi.org/10.1007/978-3-540-74011-7
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2008
Softcover ISBN: 978-3-540-74010-0Published: 07 November 2007
eBook ISBN: 978-3-540-74011-7Published: 23 September 2007
Series ISSN: 0172-4568
Series E-ISSN: 2197-439X
Edition Number: 1
Number of Pages: XII, 220
Number of Illustrations: 7 b/w illustrations
Additional Information: Original Russian edition published by Nauka, Moscow, 1976, 2nd ed.
Topics: Probability Theory and Stochastic Processes, Statistics for Business, Management, Economics, Finance, Insurance
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