Simulation-Based Optimization: Parametric Optimization Techniques and Reinforcement Learning (Operations Research/Computer Science Interfaces Series, 55)

Gosavi, Abhijit

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ISBN 10: 1489974903 ISBN 13: 9781489974907

Published by Springer, 2014

Language: English

Condition: Used - Good Hardcover

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Bibliographic Details

Title: Simulation-Based Optimization: Parametric ...

Publisher: Springer

Publication Date: 2014

Binding: Hardcover

Condition: Good

Edition: 2nd Edition

About this title

Synopsis:

This book introduces the reader to the evolving area of simulation-based optimization, also known as simulation optimization. The book should serve as an accessible introduction to this topic and requires a background only in elementary mathematics. It brings the reader up to date on cutting-edge advances in simulation-optimization methodologies, including dynamic controls, also called Reinforcement Learning (RL) or Approximate Dynamic Programming (ADP), and static optimization techniques, e.g.,Simultaneous Perturbation, Nested Partitions, Backtracking...