03695nam 2200661Ia 450 991045102440332120200520144314.01-281-11631-997866111163163-540-74011-210.1007/978-3-540-74011-7(CKB)1000000000410955(EBL)372430(OCoLC)300972636(SSID)ssj0000215749(PQKBManifestationID)11175809(PQKBTitleCode)TC0000215749(PQKBWorkID)10193973(PQKB)10591687(DE-He213)978-3-540-74011-7(MiAaPQ)EBC372430(PPN)12316852X(Au-PeEL)EBL372430(CaPaEBR)ebr10203905(CaONFJC)MIL111631(EXLCZ)99100000000041095520070801e20081978 uy 0engur|n|---|||||txtccrOptimal stopping rules[electronic resource] /A.N. Shiryaev ; translated by A.B. Aries1st ed. 2008.Berlin ;New York Springerc20081 online resource (227 p.)Applications of mathematics,0172-4568 ;8"Reprint of the 1978 edition with a new preface."3-540-74010-4 Includes bibliographical references (p. 208-213) and index.Random Processes: Markov Times -- Optimal Stopping of Markov Sequences -- Optimal Stopping of Markov Processes -- Some Applications to Problems of Mathematical Statistics.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 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.Applications of mathematics ;8.Optimal stopping (Mathematical statistics)Sequential analysisElectronic books.Optimal stopping (Mathematical statistics)Sequential analysis.519.5/4Shiri͡aev Alʹbert Nikolaevich102058Aries A. B854488MiAaPQMiAaPQMiAaPQBOOK9910451024403321Optimal stopping rules1908209UNINA04835nam 22007695 450 991048356100332120251226200052.03-319-40361-310.1007/978-3-319-40361-8(CKB)3710000000718324(DE-He213)978-3-319-40361-8(MiAaPQ)EBC6296068(MiAaPQ)EBC5586480(Au-PeEL)EBL5586480(OCoLC)951668281(PPN)194378462(EXLCZ)99371000000071832420160602d2016 u| 0engurnn#008mamaatxtrdacontentcrdamediacrrdacarrierHigh Performance Computing in Science and Engineering Second International Conference, HPCSE 2015, Soláň, Czech Republic, May 25-28, 2015, Revised Selected Papers /edited by Tomáš Kozubek, Radim Blaheta, Jakub Šístek, Miroslav Rozložník, Martin Čermák1st ed. 2016.Cham :Springer International Publishing :Imprint: Springer,2016.1 online resource (X, 197 p. 72 illus.)Theoretical Computer Science and General Issues,2512-2029 ;96113-319-40360-5 Large scale lattice Boltzmann simulation for the coupling of free and porous media flow -- CHRONO: An open source multi-physics dynamics engine -- Parallel computing in multi-scale analysis of coupled heat and moisture transport in masonry structures -- An Equation Error Approach for the Identification of Elastic Parameters in Beams and Plates with $H_1$ Regularization -- A comparison of preconditioning methods for saddle point problems with an application for porous media flow problems -- Efficient Implementation of Total FETI Solver for Graphic Processing Units using Schur Complement -- Solving contact mechanics problems with PERMON -- Many Core Acceleration of the Boundary Element Method -- Parallel implementation of collaborative filtering technique for denoising of CT images -- On Modeling of Bodies with Holes -- Analysis of model error for a continuum-fracture model of porous media flow -- Probabilistic Time-Dependent Travel Time Computation using Monte Carlo Simulation -- Model of the Belousov-Zhabotinsky reaction -- Parameter identification problem based on FRAP images: From data processing to optimal design of photobleaching experiments.This book constitutes the thoroughly refereed post-conference proceedings of the Second International Conference on High Performance Computing in Science and Engineering, HPCSE 2015, held in Soláň, Czech Republic, in May 2015. The 14 papers presented in this volume were carefully reviewed and selected from 21 submissions. The conference provides an international forum for exchanging ideas among researchers involved in scientific and parallel computing, including theory and applications, as well as applied and computational mathematics. The focus of HPCSE 2015 was on models, algorithms, and software tools which facilitate efficient and convenient utilization of modern parallel and distributed computing architectures, as well as on large-scale applications. .Theoretical Computer Science and General Issues,2512-2029 ;9611Computer scienceMathematicsSoftware engineeringArtificial intelligenceDynamicsNonlinear theoriesMathematicsData processingMathematics of ComputingSoftware EngineeringArtificial IntelligenceApplied Dynamical SystemsComputational Mathematics and Numerical AnalysisComputer scienceMathematics.Software engineering.Artificial intelligence.Dynamics.Nonlinear theories.MathematicsData processing.Mathematics of Computing.Software Engineering.Artificial Intelligence.Applied Dynamical Systems.Computational Mathematics and Numerical Analysis.004.3Kozubek Tomášedthttp://id.loc.gov/vocabulary/relators/edtBlaheta Radimedthttp://id.loc.gov/vocabulary/relators/edtŠístek Jakubedthttp://id.loc.gov/vocabulary/relators/edtRozložník Miroslavedthttp://id.loc.gov/vocabulary/relators/edtČermák Martinedthttp://id.loc.gov/vocabulary/relators/edtMiAaPQMiAaPQMiAaPQBOOK9910483561003321High Performance Computing in Science and Engineering1979648UNINA