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作者 Gosavi, Abhijit
書名 Simulation-Based Optimization [electronic resource] : Parametric Optimization Techniques and Reinforcement Learning / by Abhijit Gosavi
出版項 Boston, MA : Springer US, 2003
國際標準書號 9781475737660 (electronic bk.)
1475737661 (electronic bk.)
book jacket
說明 1 online resource (xxvii, 554 p.)
系列 Operations Research/Computer Science Interfaces Series, 1387-666X ; 25
Operations research/computer science interfaces series ; 25
附註 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 to the 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
鏈接 Print version: 9781441953544
主題 Mathematics
Systems theory
Mathematical optimization
Operations research
Electronic books
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