Simulation-based optimization: parametric optimization techniques and reinforcement learning/ Abhijit Gosavi
Material type: TextSeries: (Operations research/computer science interfaces series)Publication details: Boston: Kluwer Academic Publishers, 2003Description: xxvii, 554 p. : ill. ; 24 cmISBN: 9781402074547Subject(s): Mathematical optimization | Probabilities | MathematicsDDC classification: 519.6Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
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General Books | Central Library, Sikkim University General Book Section | 519.6 GOS/S (Browse shelf(Opens below)) | Available | P25232 |
Browsing Central Library, Sikkim University shelves, Shelving location: General Book Section Close shelf browser (Hides shelf browser)
519.6 COL/M Multiobjective optimization :/ | 519.6 DIW/I Introduction to Applied Optimization 2nd Edt./ | 519.6 FOR/O Optimization: theory and practice/ | 519.6 GOS/S Simulation-based optimization: parametric optimization techniques and reinforcement learning/ | 519.6 OSM/F Foundations of optimization/ | 519.6 SUN/A A first course in optimization theory/ | 519.7 SER/P Programming for mathematicians (Universitext)/ |
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.
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