Author | Gosavi, Abhijit. author |
---|---|

Title | Simulation-Based Optimization [electronic resource] : Parametric Optimization Techniques and Reinforcement Learning / by Abhijit Gosavi |

Imprint | Boston, MA : Springer US : Imprint: Springer, 2003 |

Connect to | http://dx.doi.org/10.1007/978-1-4757-3766-0 |

Descript | XXVII, 554 p. online resource |

SUMMARY

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

CONTENT

1. Background -- 2. Notation -- 3. Probability Theory: A Refresher -- 4. Basic Concepts Underlying Simulation -- 5. Simulation Optimization: An Overview -- 6. Response Surfaces and Neural Nets -- 7. Parametric Optimization -- 8. Dynamic Programming -- 9. Reinforcement Learning -- 10. Markov Chain Automata Theory -- 11. Convergence: Background Material -- 12. Convergence: Parametric Optimization -- 13. Convergence: Control Optimization -- 14. Case Studies -- 15. Codes -- 16. Concluding Remarks -- References

Mathematics
Operations research
Decision making
System theory
Mathematical optimization
Calculus of variations
Mathematics
Systems Theory Control
Calculus of Variations and Optimal Control; Optimization
Operation Research/Decision Theory
Optimization