Simulation-Based Optimization Parametric Optimization Techniques and Reinforcement Learning

Simulation-Based Optimization: Parametric Optimization Techniques and Reinforcement Learning introduces the evolving area of simulation-based optimization. The book's objective is two-fold: (1) It examines the mathematical governing principles of simulation-based optimization, thereby providing...

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Bibliographic Details
Main Author: Gosavi, Abhijit
Format: eBook
Language:English
Published: New York, NY Springer US 2003, 2003
Edition:1st ed. 2003
Series:Operations Research/Computer Science Interfaces Series
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
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245 0 0 |a Simulation-Based Optimization  |h Elektronische Ressource  |b Parametric Optimization Techniques and Reinforcement Learning  |c by Abhijit Gosavi 
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300 |a XXVII, 554 p  |b online resource 
505 0 |a 1. Background -- 2. Notation -- 3. Probability Theory: A Refresher -- 4. Basic Concepts Underlying Simulation -- 5. Simulation Optimization: An Overview -- 6. Response Surfaces and Neural Nets -- 7. Parametric Optimization -- 8. Dynamic Programming -- 9. Reinforcement Learning -- 10. Markov Chain Automata Theory -- 11. Convergence: Background Material -- 12. Convergence: Parametric Optimization -- 13. Convergence: Control Optimization -- 14. Case Studies -- 15. Codes -- 16. Concluding Remarks -- References 
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653 |a Optimization 
653 |a Calculus of Variations and Optimization 
653 |a Control theory 
653 |a Systems Theory, Control 
653 |a System theory 
653 |a Mathematical optimization 
653 |a Operations Research and Decision Theory 
653 |a Calculus of variations 
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520 |a Simulation-Based Optimization: Parametric Optimization Techniques and Reinforcement Learning introduces the evolving area of simulation-based optimization. The book's objective is two-fold: (1) It examines the mathematical governing principles of simulation-based optimization, thereby providing the reader with the ability to model relevant real-life problems using these techniques. (2) It outlines the computational technology underlying these methods. Taken together these two aspects demonstrate that the mathematical and computational methods discussed in this book do work. Broadly speaking, the book has two parts: (1) parametric (static) optimization and (2) control (dynamic) optimization. Some of the book's special features are: *An accessible introduction to reinforcement learning and parametric-optimization techniques. *A step-by-step description of several algorithms of simulation-based optimization. *A clear and simple introduction tothe methodology of neural networks. *A gentle introduction to convergence analysis of some of the methods enumerated above. *Computer programs for many algorithms of simulation-based optimization