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東京科学大学図書館
蔵書検索
（大岡山図書館、すずかけ台図書館）

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Preface

Finite-Stage Models / I.：

Introduction / 1.：

A Gambling Model / 2.：

A Stock-Option Model / 3.：

Modular Functions and Monotone Policies / 4.：

Accepting the Best Offer / 5.：

A Sequential Allocation Model / 6.：

The Interchange Argument in Sequencing / 7.：

Problems

Notes and References

Discounted Dynamic Programming / II.：

The Optimality Equation and Optimal Policy

Method of Successive Approximations

Policy Improvement

Solution by Linear Programming

Extension to Unbounded Rewards

References

Minimizing Costs--Negative Dynamic Programming / III.：

Introduction and Some Theoretical Results

Optimal Stopping Problems

Bayesian Sequential Analysis

Computational Approaches

Optimal Search

Maximizing Rewards--Positive Dynamic Programming / IV.：

Introduction and Main Theoretical Results

Applications to Gambling Theory

Computational Approaches to Obtaining V

Average Reward Criterion / V.：

Introduction and Counterexamples

Existence of an Optimal Stationary Policy

Stochastic Scheduling / VI.：

Maximizing Finite-Time Returns--Single Processor

Minimizing Expected Makespan--Processors in Parallel

Minimizing Expected Makespan--Processors in Series

Maximizing Total Field Life

A Stochastic Knapsack Model

A Sequential-Assignment Problem

Bandit Processes / VII.：

Single-Project Bandit Processes

Multiproject Bandit Processes

An Extension and a Nonextension

Generalizations of the Classical Bandit Problem

Stochastic Order Relations / Appendix：

Stochastically Larger

Coupling

Hazard-Rate Ordering

Likelihood-Ratio Ordering

Reference

Index

Preface

Finite-Stage Models / I.：

Introduction / 1.：

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