Simulation-Based Algorithms for Markov Decision Processe
نام عام مواد
[Book]
نام نخستين پديدآور
/ by Hyeong Soo Chang, Jiaqiao Hu, Michael C. Fu, Steven I. Marcus
وضعیت ویراست
وضعيت ويراست
2nd ed. 2013.
وضعیت نشر و پخش و غیره
محل نشرو پخش و غیره
London
نام ناشر، پخش کننده و غيره
: Springer London :Imprint: Springer,
تاریخ نشرو بخش و غیره
, 2013.
مشخصات ظاهری
نام خاص و کميت اثر
XVII, 229 p. 29 illus., 1 illus. in color., online resource.
فروست
عنوان فروست
(Communications and Control Engineering,0178-5354)
یادداشتهای مربوط به نشر، بخش و غیره
متن يادداشت
Electronic
یادداشتهای مربوط به مندرجات
متن يادداشت
Markov decision process (MDP) models are widely used for modeling sequential decision-making problems that arise in engineering, economics, computer science, and the social sciences. Many real-world problems modeled by MDPs have huge state and/or action spaces, giving an opening to the curse of dimensionality and so making practical solution of the resulting models intractable. In other cases, the system of interest is too complex to allow explicit specification of some of the MDP model parameters, but simulation samples are readily available (e.g., for random transitions and costs). For these settings, various sampling and population-based algorithms have been developed to overcome the difficulties of computing an optimal solution in terms of a policy and/or value function. Specific approaches include adaptive sampling, evolutionary policy iteration, evolutionary random policy search, and model reference adaptive search. This substantially enlarged new edition reflects the latest developments in novel algorithms and their underpinning theories, and presents an updated account of the topics that have emerged since the publication of the first edition. Includes: . innovative material on MDPs, both in constrained settings and with uncertain transition properties; . game-theoretic method for solving MDPs; . theories for developing roll-out based algorithms; and . details of approximation stochastic annealing, a population-based on-line simulation-based algorithm. The self-contained approach of this book will appeal not only to researchers in MDPs, stochastic modeling, and control, and simulation but will be a valuable source of tuition and reference for students of control and operations research. The Communications and Control Engineering series reports major technological advances which have potential for great impact in the fields of communication and control. It reflects research in industrial and academic institutions around the world so that the readership can exploit new possibilities as they become available.
متن يادداشت
Markov Decision Processes -- Multi-stage Adaptive Sampling Algorithms -- Population-based Evolutionary Approaches -- Model Reference Adaptive Search -- On-line Control Methods via Simulation -- Game-theoretic Methods via Simulation.
فروست (داده ارتباطی)
عنوان
Communications and Control Engineering,0178-5354
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Engineering
موضوع مستند نشده
Computer software
موضوع مستند نشده
Systems theory
موضوع مستند نشده
Distribution (Probability theory)
موضوع مستند نشده
Operations research
موضوع مستند نشده
Electronic books
رده بندی کنگره
شماره رده
E-BOOK
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )