Gosavi, Abhijit
Simulation-based optimization: parametric optimization techniques and reinforcement learning/
Abhijit Gosavi
- Boston: Kluwer Academic Publishers, 2003.
- xxvii, 554 p. : ill. ; 24 cm.
- (Operations research/computer science interfaces series) .
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.
9781402074547
Mathematical optimization
Probabilities
Mathematics
519.6 / GOS/S