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The Resource Stochastic learning and optimization : a sensitivity-based approach, Xi-ren Cao, (electronic book)

Stochastic learning and optimization : a sensitivity-based approach, Xi-ren Cao, (electronic book)

Label
Stochastic learning and optimization : a sensitivity-based approach
Title
Stochastic learning and optimization
Title remainder
a sensitivity-based approach
Statement of responsibility
Xi-ren Cao
Creator
Subject
Language
eng
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
Member of
Is part of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Cao, Xi-Ren.
Dewey number
519.23
Illustrations
illustrations
Index
index present
LC call number
QA274.6
LC item number
.C36 2007eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/subjectName
  • Learning models (Stochastic processes)
  • Mathematical optimization
  • Computer Science
  • Artificial Intelligence (incl. Robotics)
  • Calculus of Variations and Optimal Control; Optimization
  • Discrete Mathematics in Computer Science
  • Operations Research/Decision Theory
  • Probability Theory and Stochastic Processes
Label
Stochastic learning and optimization : a sensitivity-based approach, Xi-ren Cao, (electronic book)
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Control code
SPR209982521
Dimensions
unknown
Extent
1 online resource (xix, 566 pages)
Form of item
online
Isbn
9780387690827
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
illustrations
Specific material designation
remote
Label
Stochastic learning and optimization : a sensitivity-based approach, Xi-ren Cao, (electronic book)
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
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
Control code
SPR209982521
Dimensions
unknown
Extent
1 online resource (xix, 566 pages)
Form of item
online
Isbn
9780387690827
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
illustrations
Specific material designation
remote

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