The Resource Stochastic Learning and Optimization : A Sensitivity-Based Approach, by Xi-Ren Cao, (electronic resource)

Stochastic Learning and Optimization : A Sensitivity-Based Approach, by Xi-Ren Cao, (electronic resource)

Label
Stochastic Learning and Optimization : A Sensitivity-Based Approach
Title
Stochastic Learning and Optimization
Title remainder
A Sensitivity-Based Approach
Statement of responsibility
by Xi-Ren Cao
Creator
Author
Author
Subject
Language
  • eng
  • 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. (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
Member of
http://library.link/vocab/creatorName
Cao, Xi-Ren
Dewey number
519.23
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
vtlWbRrKBlg
Language note
English
LC call number
QA76.9.M35
Literary form
non fiction
Nature of contents
dictionaries
Series statement
International Series on Discrete Event Dynamic Systems, v. 17
Series volume
v.17
http://library.link/vocab/subjectName
  • Computational complexity
  • Engineering design
  • Artificial intelligence
  • Mathematical optimization
  • Distribution (Probability theory
  • Discrete Mathematics in Computer Science
  • Engineering Design
  • Control and Systems Theory
  • Artificial Intelligence
  • Calculus of Variations and Optimal Control; Optimization
  • Probability Theory and Stochastic Processes
Label
Stochastic Learning and Optimization : A Sensitivity-Based Approach, by Xi-Ren Cao, (electronic resource)
Instantiates
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Contents
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
Dimensions
unknown
Edition
1st ed. 2007.
Extent
1 online resource (579 p.)
Form of item
online
Isbn
9786611116866
Media category
computer
Media type code
  • c
Other control number
10.1007/978-0-387-69082-7
Specific material designation
remote
System control number
  • (CKB)1000000000405048
  • (EBL)337875
  • (OCoLC)209982521
  • (SSID)ssj0000774151
  • (PQKBManifestationID)12344872
  • (PQKBTitleCode)TC0000774151
  • (PQKBWorkID)10719860
  • (PQKB)10130355
  • (SSID)ssj0000251550
  • (PQKBManifestationID)11939247
  • (PQKBTitleCode)TC0000251550
  • (PQKBWorkID)10170485
  • (PQKB)10449651
  • (DE-He213)978-0-387-69082-7
  • (MiAaPQ)EBC337875
  • (EXLCZ)991000000000405048
Label
Stochastic Learning and Optimization : A Sensitivity-Based Approach, by Xi-Ren Cao, (electronic resource)
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Contents
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
Dimensions
unknown
Edition
1st ed. 2007.
Extent
1 online resource (579 p.)
Form of item
online
Isbn
9786611116866
Media category
computer
Media type code
  • c
Other control number
10.1007/978-0-387-69082-7
Specific material designation
remote
System control number
  • (CKB)1000000000405048
  • (EBL)337875
  • (OCoLC)209982521
  • (SSID)ssj0000774151
  • (PQKBManifestationID)12344872
  • (PQKBTitleCode)TC0000774151
  • (PQKBWorkID)10719860
  • (PQKB)10130355
  • (SSID)ssj0000251550
  • (PQKBManifestationID)11939247
  • (PQKBTitleCode)TC0000251550
  • (PQKBWorkID)10170485
  • (PQKB)10449651
  • (DE-He213)978-0-387-69082-7
  • (MiAaPQ)EBC337875
  • (EXLCZ)991000000000405048

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