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Stochastic Learning and Optimization

A Sensitivity-Based Approach

Erschienen am 29.10.2010, 1. Auflage 2007
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Bibliografische Daten
ISBN/EAN: 9781441942227
Sprache: Englisch
Umfang: xx, 566 S., 119 s/w Illustr., 566 p. 119 illus.
Einband: kartoniertes Buch

Beschreibung

InhaltsangabeFour 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.

Inhalt

Perturbation Analysis of Queueing Systems.- Perturbation Analysis of Markov Chains.- Performance Sensitivities of Markov Processes.- Learning and Optimization with Perturbation Analysis.- Markov Decision Processes.- Ergodic Systems.- Sample-Path-Based Policy Iteration.- Reinforcement Learning.- Stochastic Approximation.- Temporal Difference Methods.- Identification and Adaptive Control.- Constructing Sensitivity Formulas.- Event-Based Optimization of Markov Systems.- Estimating Aggregated Potentials.