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Stochastic optimization / Dynamic programming / Albert Shiryaev / Stochastic / Optimal control / Multi-armed bandit / Optimal stopping / Mathematical finance / Applied mathematics / Statistics / Mathematical optimization / Operations research


Selected Publications: Monographs: Sequential Control with Incomplete Information: The Bayesian Approach to Many-Armed Bandit Problems, Academic Press, 1990, 266 p., English translation of: Moscow, Nauka, 1982, 256 p., (
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Document Date: 2011-04-18 03:41:09


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Bedlewo / Tashkent / Bilbao / Moscow / Springer-Verlag / Vilnius / Warsaw / Novosibirsk / Sydney / Petrozavodsk / Kiev / Kyoto / Sidney / Berlin / Heidelberg / Casablanca / Lawrence / London / Metabief / Omsk / Williamsburg / Marseille / /

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Pleiades Publishing Ltd. / Economics / Discret Impulsive Systems / E. and Sethi S.P. / Boston/Dordrecht / Stochastic Manufacturing Systems / Elsevier Science Limited / /

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Germany / Poland / France / Japan / Russia / United States / Australia / United Kingdom / Morocco / Lithuania / Finland / Spain / /

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Institute of Control Sciences / Institute of Economics / Eindhoven University of Technology / The Hebrew University of Jerusalem / Nagoya University / Nanzan University / University of Ulm / University of Texas / Abo Akdimi University / Technical University of Plovdiv / /

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manufacturing systems / economic applications / Explicit solution / /

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Nagoya University / Nagoya / Game Theory Society / ISSN / University of Texas at Dallas / Dallas / International Federation of Control / Bernoulli Society / Indian National Science Academy / Eindhoven University of Technology / School of Informatics and Sciences / Abo Akdimi University / Congress / UNIVERSITE DE FRANCHE COMTE / World Congress / International Congress / American Mathematical Society / Technical University of Plovdiv / Institute of Control Sciences / Hebrew University of Jerusalem / Nanzan University / Nagoya / Institute of Economics of RAS / University of Ulm / /

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Game / Ester Samuel-Cahn / Nash Equilibrium / Gustav Feichtinger / /

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stochastic model of optimal investment / General / player / Professor / /

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Texas / Kansas / Virginia / New York / /

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Journal of Economic Dynamics and Control / /

Technology

v.34 / Queueing Theory / /

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