Stochastic Learning and Optimization

A Sensitivity-Based Approach

By:

Xi-Ren Cao

Format:

Paperback / softback

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Description

Performance optimization is vital in the design and operation of modern engineering systems, including communications, manufacturing, robotics, and logistics. Most engineering systems are too complicated to model, or the system parameters cannot be easily identified, so learning techniques have to be applied. This is a multi-disciplinary area which has been attracting wide attention across many disciplines. Areas such as perturbation analysis (PA) in discrete event dynamic systems (DEDSs), Markov decision processes (MDPs) in operations research, reinforcement learning (RL) or neuro-dynamic programming (NDP) in computer science, identification and adaptive control (I&AC) in control systems, share the common goal: to make the "best decision" to optimize system performance. This book provides a unified framework based on a sensitivity point of view. It also introduces new approaches and proposes new research topics within this sensitivity-based framework.

Release date NZ

October 29th, 2010

Author

Xi-Ren Cao

Audience

Professional & Vocational

Edition

Softcover reprint of hardcover 1st ed. 2007

Illustrations

119 Illustrations, black and white; XX, 566 p. 119 illus.

Pages

566

Dimensions

156x234x30

ISBN-13

9781441942227

Product ID

9785817

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