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Stochastic Learning and Optimization: A Sensitivity-Based Approach
Paperback
Business GeneralEconomicsGeneral Mathematics
ISBN13: 9781441942227
Publisher: Springer
Published: Oct 29 2010
Pages: 566
Weight: 1.79
Height: 1.19 Width: 6.14 Depth: 9.21
Language: English
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 book provides a unified framework based on a sensitivity point of view. It combines currently prominent research on reinforcement learning / neuro-dynamic programming with a unique research approach based on sensitivity analysis and discrete-event systems concepts. This new perspective on a popular topic is presented by a well respected expert in the field.
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