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Item Details
Title: SIMULATION-BASED OPTIMIZATION
PARAMETRIC OPTIMIZATION TECHNIQUES AND REINFORCEMENT LEARNING
By: Abhijit Gosavi
Format: Hardback

List price: £153.00


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ISBN 10: 1402074549
ISBN 13: 9781402074547
Publisher: KLUWER ACADEMIC PUBLISHERS
Pub. date: 30 June, 2003
Edition: 2003 ed.
Series: Operations Research/Computer Science Interfaces Series v. 25
Pages: 554
Description: Introduces the evolving area of simulation-based optimization. This book is divided into two parts: parametric (static) optimization and control (dynamic) optimization. It includes computer programs for many algorithms of simulation-based optimization.
Synopsis: 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 to the 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.
Illustrations: biography
Publication: US
Imprint: Kluwer Academic Publishers
Returns: Non-returnable
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