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Simulation-based optimization: parametric optimization techniques and reinforcement learning/

Gosavi, Abhijit

Simulation-based optimization: parametric optimization techniques and reinforcement learning/ Abhijit Gosavi - Boston: Kluwer Academic Publishers, 2003. - xxvii, 554 p. : ill. ; 24 cm. - (Operations research/computer science interfaces series) .

1. Background --
2. Notation --
3. Probability Theory: A Refresher --
4. Basic Concepts Underlying Simulation --
5. Simulation Optimization: An Overview --
6. Response Surfaces and Neural Nets --
7. Parametric Optimization --
8. Dynamic Programming --
9. Reinforcement Learning --
10. Markov Chain Automata Theory --
11. Convergence: Background Material --
12. Convergence: Parametric Optimization --
13. Convergence: Control Optimization --
14. Case Studies --
15. Codes --
16. Concluding Remarks.

ISBN: 9781402074547

Subjects--Topical Terms:
Mathematical optimization
Probabilities
Mathematics

Dewey Class. No.: 519.6 / GOS/S