Stochastic Learning and Optimization A Sensitivity-Based Approach / by Xi-Ren Cao.

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...

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Bibliographic Details
Main Author: Cao, Xi-Ren (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer US : Imprint: Springer, 2007.
Edition:1st ed. 2007.
Series:Springer eBook Collection.
Subjects:
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
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.