Simulation-based algorithms for markov decision processes:
Saved in:
| Format: | Electronic eBook |
|---|---|
| Language: | English |
| Published: |
London [u.a.]
Springer
2013
|
| Edition: | 2. ed. |
| Series: | Communications and control engineering
|
| Subjects: | |
| Online Access: | BTU01 FHA01 FHI01 FHN01 FHR01 FKE01 FWS01 UBY01 Volltext Inhaltsverzeichnis Abstract |
| Physical Description: | 1 Online-Ressource |
| ISBN: | 9781447150220 |
| DOI: | 10.1007/978-1-4471-5022-0 |
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Record in the Search Index
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| adam_text | SIMULATION-BASED ALGORITHMS FOR MARKOV DECISION PROCESSES
/ CHANG, HYEONG SOO
: 2013
TABLE OF CONTENTS / INHALTSVERZEICHNIS
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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
SIMULATION-BASED ALGORITHMS FOR MARKOV DECISION PROCESSES
/ CHANG, HYEONG SOO
: 2013
ABSTRACT / INHALTSTEXT
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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
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| discipline | Mathematik Wirtschaftswissenschaften Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik / Mechatronik |
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| spellingShingle | Simulation-based algorithms for markov decision processes Ingenieurwissenschaften Computer software Systems theory Distribution (Probability theory) Operations research Engineering Markov-Entscheidungsprozess (DE-588)4168927-6 gnd Evolutionärer Algorithmus (DE-588)4366912-8 gnd |
| subject_GND | (DE-588)4168927-6 (DE-588)4366912-8 |
| title | Simulation-based algorithms for markov decision processes |
| title_auth | Simulation-based algorithms for markov decision processes |
| title_exact_search | Simulation-based algorithms for markov decision processes |
| title_full | Simulation-based algorithms for markov decision processes Hyeong Soo Chang ... |
| title_fullStr | Simulation-based algorithms for markov decision processes Hyeong Soo Chang ... |
| title_full_unstemmed | Simulation-based algorithms for markov decision processes Hyeong Soo Chang ... |
| title_short | Simulation-based algorithms for markov decision processes |
| title_sort | simulation based algorithms for markov decision processes |
| topic | Ingenieurwissenschaften Computer software Systems theory Distribution (Probability theory) Operations research Engineering Markov-Entscheidungsprozess (DE-588)4168927-6 gnd Evolutionärer Algorithmus (DE-588)4366912-8 gnd |
| topic_facet | Ingenieurwissenschaften Computer software Systems theory Distribution (Probability theory) Operations research Engineering Markov-Entscheidungsprozess Evolutionärer Algorithmus |
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