Simulation-Based Optimization
Parametric Optimization Techniques and Reinforcement Learning
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Beschreibung
Simulation-Based Optimization: Parametric Optimization Techniques and Reinforcement Learning introduces the evolving area of simulation-based optimization. Since it became possible to analyze random systems using computers, scientists and engineers have sought the means to optimize systems using simulation models. Only recently, however, has this objective had success in practice. Cutting-edge work in computational operations research, including non-linear programming (simultaneous perturbation), dynamic programming (reinforcement learning), and game theory (learning automata) has made it possible to use simulation in conjunction with optimization techniques. As a result, this research has given simulation added dimensions and power that it did not have in the recent past.
The book's objective is two-fold: (1) It examines the mathematical governing principles of simulation-based optimization, thereby providing the reader with the ability to model relevant real-life problems using these techniques. (2) It outlines the computational technology underlying these methods. Taken together these two aspects demonstrate that the mathematical and computational methods discussed in this book do work.
Broadly speaking, the book has two parts: (1) parametric (static) optimization and (2) control (dynamic) optimization. Some of the book's special features are:
*An accessible introduction to reinforcement learning and parametric-optimization techniques.
*A step-by-step description of several algorithms of simulation-based optimization.
*A clear and simple introduction to the methodology of neural networks.
*A gentle introduction to convergence analysis of some of the methods enumerated above.
*Computer programs for many algorithms of simulation-based optimization.
Accessible introduction to reinforcement learning and parametric-optimization techniques
Step-by-step description of several algorithms of simulation-based optimization
Clear and simple introduction to the methodology of neural networks
Gentle introduction to convergence analysis of some of the methods enumerated above
Computer programs for many algorithms of simulation-based optimization
Autor*in
Abhijit Gosavi
Themen in »Simulation-Based Optimization«
Response surface methodology Simulation Stochastic Processes algorithms game theory linear optimization model modeling operations research optimization sets