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Mathematical Learning Models — Theory and Algorithms

Proceedings of a Conference

  • Conference proceedings
  • © 1983

Overview

Editors:
  1. Ulrich Herkenrath

    1. Institut für Angewandte Mathematik der Universität Bonn, Bonn, Federal Republic of Germany

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  2. Dieter Kalin

    1. Abt. Mathematik VII, Universität Ulm, Ulm, Federal Republic of Germany

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  3. Walter Vogel

    1. Institut für Angewandte Mathematik der Universität Bonn, Bonn, Federal Republic of Germany

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Part of the book series: Lecture Notes in Statistics (LNS, volume 20)

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Table of contents (23 papers)

  1. Front Matter

    Pages i-xiii
    Download chapter PDF

  2. The Minimax Risk for the Two-Armed Bandit Problem

    • J. A. Bather
    Pages 1-11

  3. Bandit Problems with Random Discounting

    • Donald A. Berry
    Pages 12-25

  4. Stochastic Approximation on a Bounded Convex Set

    • Václav Dupač, Tomáš Fiala
    Pages 26-32

  5. Learning Automaton for Finite Semi-Markov Decision Processes

    • Yousri M. El-Fattah
    Pages 33-42

  6. A Local Asymptotic Minimax Optimality of an Adaptive Robbins Monro Stochastic Approximation Procedure

    • Václav Fabian
    Pages 43-49

  7. Dynamic Allocation Indices for Bayesian Bandits

    • J. C. Gittins
    Pages 50-67

  8. The Role of Dynamic Allocation Indices in the Evaluation of Suboptimal Strategies for Families of Bandit Processes

    • K. D. Glazebrook
    Pages 68-77

  9. On the Discretization Technique for Optimal Discounted Control of the Wiener Process

    • K. Helmes
    Pages 78-85

  10. Asymptotic Properties of Learning Models

    • Marius Iosifescu
    Pages 86-92

  11. On the infinitesimal characterization of monotone stopping problems in continuous time

    • A. Irle
    Pages 93-100

  12. Numerical Investigation of the Two Armed Bandit

    • P. W. Jones, H. A. Kandeel
    Pages 101-107

  13. Uniform Bounds for a Dynamic Programming Model under Adaptive Control Using Exponentially Bounded Error Probabilities

    • Michael Kolonko
    Pages 108-114

  14. Stochastic Regression Models and Consistency of the Least Squares Identification Scheme

    • Tze Leung Lai
    Pages 115-125

  15. Recursive Identification Techniques

    • Lennart Ljung
    Pages 126-137

  16. An Optimization Problem for Matrices with Application to Decision Models

    • Petr Mandl
    Pages 138-144

  17. On a Class of Learning Algorithms with Symmetric Behavior under Success and Failure

    • M. R. Meybodi, S. Lakshmivarahan
    Pages 145-155

  18. Convergence of a General Stochastic Approximation Process under Convex Constraints and some Applications

    • J. M. Monnez
    Pages 156-167

  19. On Kersting’s Theorem on Weak Convergence of Recursions

    • Georg Ch. Pflug
    Pages 168-174

  20. On Continuous Time Learning Models

    • Helmut Pruscha
    Pages 175-181
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Keywords

About this book

This volume contains most of the contributions presented at the conference "Mathematical Learning Models - Theory and Algorithms". The conference was organized by the Institute of Applied Mathematics of the University of Bonn under the auspices of the Sonderforschungs­ bereich 72. It took place in the Physikzentrum in Bad Honnef near to Bonn from May 3 - May 7, 1982. The idea of the organizers was to bring together experts who work on very related problems, but partially by using different approaches. The main subjects of the program were: - mathematical learning models, - bandit problems, - stochastic approximation procedures, - sequential decision processes with unknown law of nature. We felt that in a sense "learning" was a common concept for all these branches. In the contributions the state of the art in the above topics was presented from different pOints of view with special regard to recent advances. The exchange of results and opinions was continued in many fruitful and vivid discussions. The atmosphere of the conference center offered a suitable and pleasant framework for the scientific program. We express our gratitude to all contributors for making the con­ ference successful. Simultaneously we hope that further work on the above mentioned field has been stimulated.

Editors and Affiliations

  • Institut für Angewandte Mathematik der Universität Bonn, Bonn, Federal Republic of Germany

    Ulrich Herkenrath, Walter Vogel

  • Abt. Mathematik VII, Universität Ulm, Ulm, Federal Republic of Germany

    Dieter Kalin

Bibliographic Information

  • Book Title: Mathematical Learning Models — Theory and Algorithms

  • Book Subtitle: Proceedings of a Conference

  • Editors: Ulrich Herkenrath, Dieter Kalin, Walter Vogel

  • Series Title: Lecture Notes in Statistics

  • DOI: https://doi.org/10.1007/978-1-4612-5612-0

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Science+Business Media New York 1983

  • Softcover ISBN: 978-0-387-90913-4Published: 27 September 1983

  • eBook ISBN: 978-1-4612-5612-0Published: 06 December 2012

  • Series ISSN: 0930-0325

  • Series E-ISSN: 2197-7186

  • Edition Number: 1

  • Number of Pages: XIII, 226

  • Topics: Applications of Mathematics

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