Optimal learning
"This text presents optimal learning techniques with applications in energy, homeland security, health, sports, transportation science, biomedical research, biosurveillance, stochastic optimization, high technology, and complex resource allocation problems. The coverage utilizes a relatively ne...
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Literature type: | Electronic eBook |
Language: | English |
Series: |
Wiley series in probability and statistics
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Online Access: |
http://onlinelibrary.wiley.com/book/10.1002/9781118309858 |
Summary: |
"This text presents optimal learning techniques with applications in energy, homeland security, health, sports, transportation science, biomedical research, biosurveillance, stochastic optimization, high technology, and complex resource allocation problems. The coverage utilizes a relatively new class of algorithmic strategies known as approximate dynamic programming, which merges dynamic programming (Markov decision processes), math programming (linear, nonlinear, and integer), simulation, and statistics. It features mathematical techniques that are applicable to a variety of situations, fr |
Carrier Form: | 1 online resource (xix, 384 pages) : illustrations. |
Bibliography: | Includes bibliographical references and index. |
ISBN: |
9781118309858 (electronic bk.) 1118309855 (electronic bk.) 9781118309827 (electronic bk.) 1118309820 (electronic bk.) |
Index Number: | Q325 |
CLC: | TP181 |
Contents: | Front Matter -- The Challenges of Learning -- Adaptive Learning -- The Economics of Information -- Ranking and Selection -- The Knowledge Gradient -- Bandit Problems -- Elements of a Learning Problem -- Linear Belief Models -- Subset Selection Problems -- Optimizing a Scalar Function -- Optimal Bidding -- Stopping Problems -- Active Learning in Statistics -- Simulation Optimization -- Learning in Mathematical Programming -- Optimizing Over Continuous Measurements -- Learning with a Physical State -- Bibliography -- Index -- Wiley Series in Probability and Statistics -- |