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Simulation Based Optimization

Author: Abhijit Gosavi
Publisher: Springer
ISBN: 1489974911
Size: 43.10 MB
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Simulation-Based Optimization: Parametric Optimization Techniques and Reinforcement Learning introduce the evolving area of static and dynamic simulation-based optimization. Covered in detail are model-free optimization techniques – especially designed for those discrete-event, stochastic systems which can be simulated but whose analytical models are difficult to find in closed mathematical forms. Key features of this revised and improved Second Edition include: · Extensive coverage, via step-by-step recipes, of powerful new algorithms for static simulation optimization, including simultaneous perturbation, backtracking adaptive search and nested partitions, in addition to traditional methods, such as response surfaces, Nelder-Mead search and meta-heuristics (simulated annealing, tabu search, and genetic algorithms) · Detailed coverage of the Bellman equation framework for Markov Decision Processes (MDPs), along with dynamic programming (value and policy iteration) for discounted, average, and total reward performance metrics · An in-depth consideration of dynamic simulation optimization via temporal differences and Reinforcement Learning: Q-Learning, SARSA, and R-SMART algorithms, and policy search, via API, Q-P-Learning, actor-critics, and learning automata · A special examination of neural-network-based function approximation for Reinforcement Learning, semi-Markov decision processes (SMDPs), finite-horizon problems, two time scales, case studies for industrial tasks, computer codes (placed online) and convergence proofs, via Banach fixed point theory and Ordinary Differential Equations Themed around three areas in separate sets of chapters – Static Simulation Optimization, Reinforcement Learning and Convergence Analysis – this book is written for researchers and students in the fields of engineering (industrial, systems, electrical and computer), operations research, computer science and applied mathematics.

Optimization Theory And Methods

Author: Wenyu Sun
Publisher: Springer Science & Business Media
ISBN: 0387249761
Size: 46.53 MB
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Optimization Theory and Methods can be used as a textbook for an optimization course for graduates and senior undergraduates. It is the result of the author's teaching and research over the past decade. It describes optimization theory and several powerful methods. For most methods, the book discusses an idea’s motivation, studies the derivation, establishes the global and local convergence, describes algorithmic steps, and discusses the numerical performance.

Algorithms For Reinforcement Learning

Author: Csaba Szepesvari
Publisher: Morgan & Claypool Publishers
ISBN: 1608454924
Size: 39.41 MB
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Reinforcement learning is a learning paradigm concerned with learning to control a system so as to maximize a numerical performance measure that expresses a long-term objective. What distinguishes reinforcement learning from supervised learning is that only partial feedback is given to the learner about the learner's predictions. Further, the predictions may have long term effects through influencing the future state of the controlled system. Thus, time plays a special role. The goal in reinforcement learning is to develop efficient learning algorithms, as well as to understand the algorithms' merits and limitations. Reinforcement learning is of great interest because of the large number of practical applications that it can be used to address, ranging from problems in artificial intelligence to operations research or control engineering. In this book, we focus on those algorithms of reinforcement learning that build on the powerful theory of dynamic programming.We give a fairly comprehensive catalog of learning problems, describe the core ideas, note a large number of state of the art algorithms, followed by the discussion of their theoretical properties and limitations.

Emerging Artificial Intelligence Applications In Computer Engineering

Author: Ilias G. Maglogiannis
Publisher: IOS Press
ISBN: 1586037803
Size: 57.78 MB
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"The ever expanding abundance of information and computing power enables researchers and users to tackle highly interesting issues for the first time, such as applications providing personalized access and interactivity to multimodal information based on user preferences and semantic concepts or human-machine interface systems utilizing information on the affective state of the user. The purpose of this book is to provide insights on how todays computer engineers can implement AI in real world applications. Overall, the field of artificial intelligence is extremely broad. In essence, AI has found applications, in one way or another, in every aspect of computing and in most aspects of modern life. Consequently, it is not possible to provide a complete review of the field in the framework of a single book, unless if the review is broad rather than deep. In this book we have chosen to present selected current and emerging practical applications of AI, thus allowing for a more detailed presentation of topics. The book is organized in four parts; General Purpose Applications of AI; Intelligent Human-Computer Interaction; Intelligent Applications in Signal Processing and eHealth; and Real world AI applications in Computer Engineering."

Perspectives In Operations Research

Author: Frank B. Alt
Publisher: Springer Science & Business Media
ISBN: 0387399348
Size: 39.23 MB
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A Symposium was held on February 25, 2006 in honor of the 80th birthday of Saul I. Gass and his major contributions to the field of operations research over 50 years. This volume includes articles from each of the Symposium speakers plus 16 other articles from friends, colleagues, and former students. Each contributor offers a forward-looking perspective on the future development of the field.

Reinforcement Learning

Author: Richard S. Sutton
Publisher: Springer Science & Business Media
ISBN: 1461536189
Size: 31.17 MB
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Reinforcement learning is the learning of a mapping from situations to actions so as to maximize a scalar reward or reinforcement signal. The learner is not told which action to take, as in most forms of machine learning, but instead must discover which actions yield the highest reward by trying them. In the most interesting and challenging cases, actions may affect not only the immediate reward, but also the next situation, and through that all subsequent rewards. These two characteristics -- trial-and-error search and delayed reward -- are the most important distinguishing features of reinforcement learning. Reinforcement learning is both a new and a very old topic in AI. The term appears to have been coined by Minsk (1961), and independently in control theory by Walz and Fu (1965). The earliest machine learning research now viewed as directly relevant was Samuel's (1959) checker player, which used temporal-difference learning to manage delayed reward much as it is used today. Of course learning and reinforcement have been studied in psychology for almost a century, and that work has had a very strong impact on the AI/engineering work. One could in fact consider all of reinforcement learning to be simply the reverse engineering of certain psychological learning processes (e.g. operant conditioning and secondary reinforcement). Reinforcement Learning is an edited volume of original research, comprising seven invited contributions by leading researchers.

Scheduling

Author: Michael L. Pinedo
Publisher: Springer
ISBN: 3319265806
Size: 51.12 MB
Format: PDF
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This new edition provides an up-to-date coverage of important theoretical models in the scheduling literature as well as significant scheduling problems that occur in the real world. It again includes supplementary material in the form of slide-shows from industry and movies that show implementations of scheduling systems. The main structure of the book as per previous edition consists of three parts. The first part focuses on deterministic scheduling and the related combinatorial problems. The second part covers probabilistic scheduling models; in this part it is assumed that processing times and other problem data are random and not known in advance. The third part deals with scheduling in practice; it covers heuristics that are popular with practitioners and discusses system design and implementation issues. All three parts of this new edition have been revamped and streamlined. The references have been made completely up-to-date. Theoreticians and practitioners alike will find this book of interest. Graduate students in operations management, operations research, industrial engineering, and computer science will find the book an accessible and invaluable resource. Scheduling - Theory, Algorithms, and Systems will serve as an essential reference for professionals working on scheduling problems in manufacturing, services, and other environments.

Handbook Of Learning And Approximate Dynamic Programming

Author: Jennie Si
Publisher: John Wiley & Sons
ISBN: 9780471660545
Size: 39.29 MB
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Updated to cover all the latest features and capabilities of Access 2007, this resource provides new and inexperienced Access users with eight task-oriented minibooks that cover begininning to advanced-level material Each minibook covers a specific aspect of Access, such as database design, tables, queries, forms, reports, and macros Shows how to accomplish specific tasks such as database housekeeping, security data, and using Access with the Web Access is the world's leading desktop database solution and is used by millions of people to store, organize, view, analyze, and share data, as well as to build powerful, custom database solutions that integrate with the Web and enterprise data sources

The Vehicle Routing Problem Latest Advances And New Challenges

Author: Bruce L. Golden
Publisher: Springer Science & Business Media
ISBN: 0387777784
Size: 39.80 MB
Format: PDF, ePub, Docs
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In a unified and carefully developed presentation, this book systematically examines recent developments in VRP. The book focuses on a portfolio of significant technical advances that have evolved over the past few years for modeling and solving vehicle routing problems and VRP variations. Reflecting the most recent scholarship, this book is written by one of the top research scholars in Vehicle Routing and is one of the most important books in VRP to be published in recent times.