Simulation-Based Optimization Parametric Optimization Techniques and Reinforcement Learning /

• Main Author: Gosavi, Abhijit (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Boston, MA : Springer US : Imprint: Springer, 2015.
• Edition: 2nd ed. 2015.
• Series: Operations Research/Computer Science Interfaces Series, 55
• Subjects: Business.; Operations research.; Decision making.; Computer simulation.; Management science.; Business and Management.; Operation Research/Decision Theory.; Operations Research, Management Science.; Simulation and Modeling.

Simulation-Based Optimization: Parametric Optimization Techniques and Reinforcement Learning introduces the evolving area of static and dynamic simulation-based optimization. Covered in detail are model-free optimization techniques – especially designed for those discrete-event, stochastic systems w...

Table of Contents:

• Background
• Simulation basics
• Simulation optimization: an overview
• Response surfaces and neural nets
• Parametric optimization
• Dynamic programming
• Reinforcement learning
• Stochastic search for controls
• Convergence: background material
• Convergence: parametric optimization
• Convergence: control optimization
• Case studies.