| Description |
1 online resource (xix, 566 pages) : illustrations |
| Contents |
Front Matter; Introduction; Perturbation Analysis; Learning and Optimization with Perturbation Analysis; Markov Decision Processes; Sample-Path-Based Policy Iteration; Reinforcement Learning; Adaptive Control Problems as MDPs; Event-Based Optimization of Markov Systems; Constructing Sensitivity Formulas; Back Matter |
| Summary |
"Stochastic learning and optimization is a multidisciplinary subject that has wide applications in modern engineering, social, and financial problems, including those in Internet and wireless communications, manufacturing, robotics, logistics, biomedical systems, and investment science. This book is unique in the following aspects: This book covers various disciplines in learning and optimization, including perturbation analysis (PA) of discrete-event dynamic systems, Markov decision processes (MDP)s, reinforcement learning (RL), and adaptive control, within a unified framework. This book introduces MDP theory through a simple approach based on performance difference formulas. This approach leads to results for the n-bias optimality with long-run average-cost criteria and Blackwell's optimality without discounting. This book introduces the recently developed event-based optimization approach, which opens up a research direction in overcoming or alleviating the difficulties due to the curse of dimensionality issue by utilizing the system's special features. This book emphasizes physical interpretations based on the sample-path construction. This book also includes over 100 figures and 200 problems."--Jacket |
| Bibliography |
Includes bibliographical references and index |
| Notes |
Print version record |
| In |
Springer e-books |
| Subject |
Learning models (Stochastic processes)
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Mathematical optimization.
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Artificial intelligence.
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Distribution (Probability theory)
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artificial intelligence.
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distribution (statistics-related concept)
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MATHEMATICS -- Probability & Statistics -- Stochastic Processes.
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Mathematical optimization.
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Learning models (Stochastic processes)
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Informatique.
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Learning models (Stochastic processes)
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Mathematical optimization
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Datenverarbeitung
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Lernendes System
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Optimierung
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Performanz Linguistik
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Stochastisches System
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Technisches System
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| Form |
Electronic book
|
| LC no. |
2007928372 |
| ISBN |
9780387690827 |
|
0387690824 |
|
9780387367873 |
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038736787X |
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