株式会社極東書店トップ商品一覧Discrete Gambling and Stochastic Games. Softcover reprint of the original 1st ed. 1996.

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Discrete Gambling and Stochastic Games.

Discrete Gambling and Stochastic Games. Softcover reprint of the original 1st ed. 1996.

・ISBN 978-1-4612-8467-3 paper EUR 99.99

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お気に入り
著者・編者Maitra, Ashok P. / Sudderth, William D.,
シリーズStochastic Modelling and Applied Probability
出版社(Springer-Verlag New York Inc., US)
出版年月2011
ページ数244 pp.
言語ENG
ニュース番号<M25-17152>

解説

The theory of probability began in the seventeenth century with attempts to calculate the odds of winning in certain games of chance. However, it was not until the middle of the twentieth century that mathematicians de- veloped general techniques for maximizing the chances of beating a casino or winning against an intelligent opponent. These methods of finding op- timal strategies for a player are at the heart of the modern theories of stochastic control and stochastic games. There are numerous applications to engineering and the social sciences, but the liveliest intuition still comes from gambling. The now classic work How to Gamble If You Must: Inequalities for Stochastic Processes by Dubins and Savage (1965) uses gambling termi- nology and examples to develop an elegant, deep, and quite general theory of discrete-time stochastic control. A gambler "controls" the stochastic pro- cess of his or her successive fortunes by choosing which games to play and what bets to make.