Stochastic Learning and Optimization

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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Main Author: Cao, Xi-Ren
Format: Book
Language:English
Published: Springer 2017
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Online Access:http://repository.vnu.edu.vn/handle/VNU_123/24507
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Institution: Vietnam National University, Hanoi
Language: English
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spelling oai:112.137.131.14:VNU_123-245072020-06-15T09:19:51Z Stochastic Learning and Optimization Cao, Xi-Ren Computer Science 005.432 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 unique in the following aspects. (Four areas in one book) This book covers various disciplines in learning and optimization, including perturbation analysis (PA) of discrete-event dynamic systems, Markov decision processes (MDP)s), reinforcement learning (RL), and adaptive control, within a unified framework. (A simple approach to MDPs) This book introduces MDP theory through a simple approach based on performance difference formulas. This approach leads to results for the n-bias optimality with long-run average-cost criteria and Blackwell's optimality without discounting. (Event-based optimization) This book introduces the recently developed event-based optimization approach, which opens up a research direction in overcoming or alleviating the difficulties due to the curse of dimensionality issue by utilizing the system's special features. (Sample-path construction) This book emphasizes physical interpretations based on the sample-path construction. 2017-04-05T04:05:23Z 2017-04-05T04:05:23Z 2007 Book http://repository.vnu.edu.vn/handle/VNU_123/24507 en ©2007 Springer Science+Business Media, LLC. 575 p. application/pdf Springer
institution Vietnam National University, Hanoi
building VNU Library & Information Center
country Vietnam
collection VNU Digital Repository
language English
topic Computer Science
005.432
spellingShingle Computer Science
005.432
Cao, Xi-Ren
Stochastic Learning and Optimization
description 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 unique in the following aspects. (Four areas in one book) This book covers various disciplines in learning and optimization, including perturbation analysis (PA) of discrete-event dynamic systems, Markov decision processes (MDP)s), reinforcement learning (RL), and adaptive control, within a unified framework. (A simple approach to MDPs) This book introduces MDP theory through a simple approach based on performance difference formulas. This approach leads to results for the n-bias optimality with long-run average-cost criteria and Blackwell's optimality without discounting. (Event-based optimization) This book introduces the recently developed event-based optimization approach, which opens up a research direction in overcoming or alleviating the difficulties due to the curse of dimensionality issue by utilizing the system's special features. (Sample-path construction) This book emphasizes physical interpretations based on the sample-path construction.
format Book
author Cao, Xi-Ren
author_facet Cao, Xi-Ren
author_sort Cao, Xi-Ren
title Stochastic Learning and Optimization
title_short Stochastic Learning and Optimization
title_full Stochastic Learning and Optimization
title_fullStr Stochastic Learning and Optimization
title_full_unstemmed Stochastic Learning and Optimization
title_sort stochastic learning and optimization
publisher Springer
publishDate 2017
url http://repository.vnu.edu.vn/handle/VNU_123/24507
_version_ 1680963604134756352