2007

Stochastic Learning and Optimization

A Sensitivity-Based Approach

Authors:

ISBN: 978-0-387-36787-3 (Print) 978-0-387-69082-7 (Online)

Table of contents (9 chapters)

  1. Front Matter

    Pages I-XIX

  2. Introduction

    1. Front Matter

      Pages 1-1

    2. No Access

      Book Chapter

      Pages 1-48

      Introduction

  3. Four Disciplines in Learning and Optimization

    1. Front Matter

      Pages 49-49

    2. No Access

      Book Chapter

      Pages 51-146

      Perturbation Analysis

    3. No Access

      Book Chapter

      Pages 147-182

      Learning and Optimization with Perturbation Analysis

    4. No Access

      Book Chapter

      Pages 183-252

      Markov Decision Processes

    5. No Access

      Book Chapter

      Pages 253-287

      Sample-Path-Based Policy Iteration

    6. No Access

      Book Chapter

      Pages 289-340

      Reinforcement Learning

    7. No Access

      Book Chapter

      Pages 341-383

      Adaptive Control Problems as MDPs

  4. The Event-Based Optimization - A New Approach

    1. Front Matter

      Pages 385-385

    2. No Access

      Book Chapter

      Pages 387-454

      Event-Based Optimization of Markov Systems

    3. No Access

      Book Chapter

      Pages 455-486

      Constructing Sensitivity Formulas

  5. Back Matter

    Pages 489-566