书目名称 | Simulation-Based Optimization |
副标题 | Parametric Optimizat |
编辑 | Abhijit Gosavi |
视频video | |
概述 | Accessible introduction to reinforcement learning and parametric-optimization techniques.Step-by-step description of several algorithms of simulation-based optimization.Clear and simple introduction t |
丛书名称 | Operations Research/Computer Science Interfaces Series |
图书封面 |  |
描述 | .Simulation-Based Optimization: Parametric Optimization Techniques and Reinforcement Learning. introduces the evolving area of simulation-based optimization. ..The book‘s objective is two-fold: (1) It examines the mathematical governing principles of simulation-based optimization, thereby providing the reader with the ability to model relevant real-life problems using these techniques. (2) It outlines the computational technology underlying these methods. Taken together these two aspects demonstrate that the mathematical and computational methods discussed in this book do work. .Broadly speaking, the book has two parts: (1) parametric (static) optimization and (2) control (dynamic) optimization. Some of the book‘s special features are: .*An accessible introduction to reinforcement learning and parametric-optimization techniques. .*A step-by-step description of several algorithms of simulation-based optimization. .*A clear and simple introduction tothe methodology of neural networks. .*A gentle introduction to convergence analysis of some of the methods enumerated above. .*Computer programs for many algorithms of simulation-based optimization. . |
出版日期 | Book Nov 20101st edition |
关键词 | Response surface methodology; Simulation; Stochastic Processes; algorithms; game theory; linear optimizat |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4757-3766-0 |
issn_series | 1387-666X |
copyright | Springer-Verlag US 2003 |