Cargando…

Stochastic Learning and Optimization A Sensitivity-Based Approach /

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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Cao, Xi-Ren (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer US : Imprint: Springer, 2007.
Edición:1st ed. 2007.
Temas:
Acceso en línea:Texto Completo

MARC

LEADER 00000nam a22000005i 4500
001 978-0-387-69082-7
003 DE-He213
005 20220112194546.0
007 cr nn 008mamaa
008 100301s2007 xxu| s |||| 0|eng d
020 |a 9780387690827  |9 978-0-387-69082-7 
024 7 |a 10.1007/978-0-387-69082-7  |2 doi 
050 4 |a QA76.9.M35 
050 4 |a QA297.4 
072 7 |a UYAM  |2 bicssc 
072 7 |a PBD  |2 bicssc 
072 7 |a COM018000  |2 bisacsh 
072 7 |a UYAM  |2 thema 
072 7 |a PBD  |2 thema 
082 0 4 |a 004.0151  |2 23 
100 1 |a Cao, Xi-Ren.  |e author.  |0 (orcid)0000-0001-5165-8804  |1 https://orcid.org/0000-0001-5165-8804  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
245 1 0 |a Stochastic Learning and Optimization  |h [electronic resource] :  |b A Sensitivity-Based Approach /  |c by Xi-Ren Cao. 
250 |a 1st ed. 2007. 
264 1 |a New York, NY :  |b Springer US :  |b Imprint: Springer,  |c 2007. 
300 |a XX, 566 p. 119 illus. With 212 Problems.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
505 0 |a Four Disciplines in Learning and Optimization -- Perturbation Analysis -- Learning and Optimization with Perturbation Analysis -- Markov Decision Processes -- Sample-Path-Based Policy Iteration -- Reinforcement Learning -- Adaptive Control Problems as MDPs -- The Event-Based Optimization - A New Approach -- Event-Based Optimization of Markov Systems -- Constructing Sensitivity Formulas. 
520 |a 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. (Four areas in one book) 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. (A simple approach to MDPs) 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. (Event-based optimization) 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. (Sample-path construction) This book emphasizes physical interpretations based on the sample-path construction. 
650 0 |a Computer science-Mathematics. 
650 0 |a Discrete mathematics. 
650 0 |a Engineering design. 
650 0 |a Control engineering. 
650 0 |a Artificial intelligence. 
650 0 |a Mathematical optimization. 
650 0 |a Calculus of variations. 
650 0 |a Probabilities. 
650 1 4 |a Discrete Mathematics in Computer Science. 
650 2 4 |a Engineering Design. 
650 2 4 |a Control and Systems Theory. 
650 2 4 |a Artificial Intelligence. 
650 2 4 |a Calculus of Variations and Optimization. 
650 2 4 |a Probability Theory. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer Nature eBook 
776 0 8 |i Printed edition:  |z 9780387515298 
776 0 8 |i Printed edition:  |z 9781441942227 
776 0 8 |i Printed edition:  |z 9780387367873 
856 4 0 |u https://doi.uam.elogim.com/10.1007/978-0-387-69082-7  |z Texto Completo 
912 |a ZDB-2-SCS 
912 |a ZDB-2-SXCS 
950 |a Computer Science (SpringerNature-11645) 
950 |a Computer Science (R0) (SpringerNature-43710)