Simulation-Based Optimization: Parametric Optimization Techniques and Reinforcement Learning (Operations Research/Computer Science Interfaces Series, 55)
Language: English
Published by Springer, 2014
Series: Book 26 of 35 - Operations Research/Computer Science Interfaces
- Hardcover
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- Title
- Simulation-Based Optimization: Parametric Optimization Techniques and Reinforcement Learning (Operations Research/Computer Science Interfaces Series, 55)
- Author
- Gosavi, Abhijit
- Publisher
- Springer
- Publication year
- 2014
- Condition
- Good
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1489974903
- ISBN 13
- 9781489974907
- Edition
- 2nd Edition
- Series
- Book 26 of 35: Operations Research/Computer Science Interfaces
Stochastic Control Optimization:
- An Accessible Introduction to Reinforcement Learning Techniques for Solving Markov Decision Processes (MDPs), with Step-by-Step Descriptions of Numerous Algorithms, e.g., Q-Learning, SARSA, R-SMART, Actor-Critics, Q-P-Learning, and Classical Approximate Policy Iteration
- A Detailed Discussion on Dynamic Programing for Solving MDPs and Semi-MDPs (SMDPs), Including Steps for Value Iteration and Policy Iteration
- An Introduction to Function Approximation with Reinforcement Learning
- An In-Depth Treatment of Reinforcement Learning Methods for SMDPs, Average Reward Problems, Finite Horizon Problems, and Two Time Scales
- Computer Programs (available online)
- A Gentle Introduction to Convergence Analysis via Banach Fixed Point Theory and Ordinary Differential Equations (ODEs)
- A Step-by-Step Description of Stochastic Adaptive Search Algorithms, e.g., Simultaneous Perturbation, Nested Partitions, Backtracking Adaptive Search, Stochastic Ruler, and Meta-Heuristics, e.g., Simulated Annealing, Tabu Search, and Genetic Algorithms
- A Clear and Simple Introduction to the Methodology of Neural Networks
The book was written for students and researchers in the fields ofengineering (industrial, electrical, and computer), computer science,operations research, management science, and applied mathematics. Anattractive feature of this book is its accessibility to readers new to this topic.
"Synopsis" may belong to another edition of this title.
About the Author
He has published more than fifty journal and conference articles - many of which have appeared in leading scholarly journals such as Management Science, Automatica, INFORMS Journal on Computing, Machine Learning, Journal of Retailing, Systems and Control Letters and the European Journal of Operational Research.
"The statements of science are not of what is true and what is not true, but statements of what is known with different degrees of certainty." --- Richard Feynman
"About the title" may belong to another edition of this title.
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