**Optimal Stopping and Applications**

by Thomas S. Ferguson

**Publisher**: UCLA 2008

**Description**:

From the table of contents: Stopping Rule Problems; Finite Horizon Problems; The Existence of Optimal Rules; Applications. Markov Models; Monotone Stopping Rule Problems; Maximizing the Rate of Return; Bandit Problems; Solutions to the Exercises.

Download or read it online for free here:

**Download link**

(multiple PDF files)

## Similar books

**Discrete Optimization**

by

**Guido Schaefer**-

**Utrecht University**

From the table of contents: Preliminaries (Optimization Problems); Minimum Spanning Trees; Matroids; Shortest Paths; Maximum Flows; Minimum Cost Flows; Matchings; Integrality of Polyhedra; Complexity Theory; Approximation Algorithms.

(

**3269**views)

**Applied Mathematical Programming Using Algebraic Systems**

by

**Bruce A. McCarl, Thomas H. Spreen**-

**Texas A&M University**

This book is intended to both serve as a reference guide and a text for a course on Applied Mathematical Programming. The text concentrates upon conceptual issues, problem formulation, computerized problem solution, and results interpretation.

(

**5688**views)

**Iterative Methods for Optimization**

by

**C.T. Kelley**-

**Society for Industrial Mathematics**

This book presents a carefully selected group of methods for unconstrained and bound constrained optimization problems and analyzes them in depth both theoretically and algorithmically. It focuses on clarity in algorithmic description and analysis.

(

**5344**views)

**Applied Mathematical Programming**

by

**S. Bradley, A. Hax, T. Magnanti**-

**Addison-Wesley**

This book shows you how to model a wide array of problems. Covered are topics such as linear programming, duality theory, sensitivity analysis, network/dynamic programming, integer programming, non-linear programming, and my favorite, etc.

(

**7885**views)