Overview
- Accessible introduction to reinforcement learning and parametric-optimization techniques
- Step-by-step description of several algorithms of simulation-based optimization
- Clear and simple introduction to the methodology of neural networks
- Gentle introduction to convergence analysis of some of the methods enumerated above
- Computer programs for many algorithms of simulation-based optimization
Part of the book series: Operations Research/Computer Science Interfaces Series (ORCS, volume 25)
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Table of contents (16 chapters)
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Front Matter
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Back Matter
Keywords
About this book
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 tothe 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.
Authors and Affiliations
Bibliographic Information
Book Title: Simulation-Based Optimization
Book Subtitle: Parametric Optimization Techniques and Reinforcement Learning
Authors: Abhijit Gosavi
Series Title: Operations Research/Computer Science Interfaces Series
DOI: https://doi.org/10.1007/978-1-4757-3766-0
Publisher: Springer New York, NY
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag US 2003
Series ISSN: 1387-666X
Series E-ISSN: 2698-5489
Edition Number: 1
Number of Pages: XXVII, 554
Topics: Systems Theory, Control, Calculus of Variations and Optimal Control; Optimization, Operations Research/Decision Theory, Optimization