Stochastic Learning and Optimization A Sensitivity-Based Approach /

• Main Author: Cao, Xi-Ren (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Boston, MA : Springer US, 2007.
• Subjects: Computer science.; Computer science > Mathematics.; Artificial intelligence.; Calculus of variations.; Probabilities.; Engineering design.; Control engineering.; Computer Science.; Discrete Mathematics in Computer Science.; Engineering Design.; Control.; Artificial Intelligence (incl. Robotics).; Calculus of Variations and Optimal Control; Optimization.; Probability Theory and Stochastic Processes.

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...

Table of 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.