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1. |
Record Nr. |
UNINA9910974304403321 |
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Autore |
Shiriaev Albert Nikolaevich |
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Titolo |
Optimal Stopping Rules / / by Albert N. Shiryaev |
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Pubbl/distr/stampa |
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Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2008 |
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ISBN |
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1-281-11631-9 |
9786611116316 |
3-540-74011-2 |
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Edizione |
[1st ed. 2008.] |
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Descrizione fisica |
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1 online resource (227 p.) |
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Collana |
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Stochastic Modelling and Applied Probability, , 2197-439X ; ; 8 |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Probabilities |
Statistics |
Probability Theory |
Statistics in Business, Management, Economics, Finance, Insurance |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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"Reprint of the 1978 edition with a new preface." |
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Nota di bibliografia |
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Includes bibliographical references (p. 208-213) and index. |
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Nota di contenuto |
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Random Processes: Markov Times -- Optimal Stopping of Markov Sequences -- Optimal Stopping of Markov Processes -- Some Applications to Problems of Mathematical Statistics. |
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Sommario/riassunto |
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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 "ground floor" of Optimal Stopping Theory was constructed by A.Wald in his sequential analysis in connection with the testing of statistical hypotheses by non-traditional (sequential) methods. It was later discovered that these methods have, in idea, a close connection to the general theory of stochastic optimization for random processes. The area of application of the Optimal Stopping Theory is very broad. It is sufficient at this point to emphasise that its methods are well tailored to the study of American (-type) options (in mathematics of finance and financial engineering), where a buyer has the freedom to exercise an option at any stopping time. In this book, the general theory of the construction of optimal stopping policies is developed for the case of Markov processes in |
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discrete and continuous time. One chapter is devoted specially to the applications that address problems of the testing of statistical hypotheses, and quickest detection of the time of change of the probability characteristics of the observable processes. The author, A.N.Shiryaev, is one of the leading experts of the field and gives an authoritative treatment of a subject that, 30 years after original publication of this book, is proving increasingly important. |
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2. |
Record Nr. |
UNINA9910148671903321 |
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Autore |
Lemaitre Denis |
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Titolo |
La modélisation des activités managériales au défi de la formation : Analyse d'un serious game / Lemaitre, Denis |
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Pubbl/distr/stampa |
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Paris, France, : L'Harmattan, 2015 |
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ISBN |
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9782336382074 |
2336382075 |
9782336732183 |
2336732181 |
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Descrizione fisica |
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1 online resource (280 p.) |
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Collana |
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Soggetti |
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Gestion d'entreprise - Étude et enseignement |
Jeux vidéo en éducation |
EDUCATION / Training & Certification |
BUSINESS & ECONOMICS / General |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Sommario/riassunto |
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Les formations au management ont de plus en plus recours a des dispositifs pedagogiques numerises (Moocs, jeux d'entreprises). La mise en representation des pratiques manageriales a travers des simulations, fictions ou jeux de role, etc., suppose un delicat travail de modelisation, a la frontiere entre les sciences sociales et les sciences informatiques. C'est ce travail de modelisation que l'equipe de l'axe 4 du CNAM Paris s'est donne comme projet d'etudier. Ces analyses sur la |
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formation au management, la modelisation des pratiques, l'ingenierie pedagogique, sur l'outil serious game apportent des eclairages aux utilisateurs et aux concepteurs. |
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