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Stochastic Learning and Optimization

A Sensitivity-Based Approach

Stochastic Learning and Optimization by Xi-Ren Cao
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US$ 179.00
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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.

Springer US; October 2007
579 pages; ISBN 9780387690827
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Title: Stochastic Learning and Optimization
Author: Xi-Ren Cao
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