Simulation Based Optimization

Author: Abhijit Gosavi
Publisher: Springer
ISBN: 1489974911
Format: PDF
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Simulation-Based Optimization: Parametric Optimization Techniques and Reinforcement Learning introduce the evolving area of static and dynamic simulation-based optimization. Covered in detail are model-free optimization techniques – especially designed for those discrete-event, stochastic systems which can be simulated but whose analytical models are difficult to find in closed mathematical forms. Key features of this revised and improved Second Edition include: · Extensive coverage, via step-by-step recipes, of powerful new algorithms for static simulation optimization, including simultaneous perturbation, backtracking adaptive search and nested partitions, in addition to traditional methods, such as response surfaces, Nelder-Mead search and meta-heuristics (simulated annealing, tabu search, and genetic algorithms) · Detailed coverage of the Bellman equation framework for Markov Decision Processes (MDPs), along with dynamic programming (value and policy iteration) for discounted, average, and total reward performance metrics · An in-depth consideration of dynamic simulation optimization via temporal differences and Reinforcement Learning: Q-Learning, SARSA, and R-SMART algorithms, and policy search, via API, Q-P-Learning, actor-critics, and learning automata · A special examination of neural-network-based function approximation for Reinforcement Learning, semi-Markov decision processes (SMDPs), finite-horizon problems, two time scales, case studies for industrial tasks, computer codes (placed online) and convergence proofs, via Banach fixed point theory and Ordinary Differential Equations Themed around three areas in separate sets of chapters – Static Simulation Optimization, Reinforcement Learning and Convergence Analysis – this book is written for researchers and students in the fields of engineering (industrial, systems, electrical and computer), operations research, computer science and applied mathematics.

Optimization Theory and Methods

Author: Wenyu Sun
Publisher: Springer Science & Business Media
ISBN: 0387249761
Format: PDF, Mobi
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Optimization Theory and Methods can be used as a textbook for an optimization course for graduates and senior undergraduates. It is the result of the author's teaching and research over the past decade. It describes optimization theory and several powerful methods. For most methods, the book discusses an idea’s motivation, studies the derivation, establishes the global and local convergence, describes algorithmic steps, and discusses the numerical performance.

Algorithms for Reinforcement Learning

Author: Csaba Szepesvari
Publisher: Morgan & Claypool Publishers
ISBN: 1608454924
Format: PDF, ePub, Mobi
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Reinforcement learning is a learning paradigm concerned with learning to control a system so as to maximize a numerical performance measure that expresses a long-term objective. What distinguishes reinforcement learning from supervised learning is that only partial feedback is given to the learner about the learner's predictions. Further, the predictions may have long term effects through influencing the future state of the controlled system. Thus, time plays a special role. The goal in reinforcement learning is to develop efficient learning algorithms, as well as to understand the algorithms' merits and limitations. Reinforcement learning is of great interest because of the large number of practical applications that it can be used to address, ranging from problems in artificial intelligence to operations research or control engineering. In this book, we focus on those algorithms of reinforcement learning that build on the powerful theory of dynamic programming.We give a fairly comprehensive catalog of learning problems, describe the core ideas, note a large number of state of the art algorithms, followed by the discussion of their theoretical properties and limitations.

Emerging Artificial Intelligence Applications in Computer Engineering

Author: Ilias G. Maglogiannis
Publisher: IOS Press
ISBN: 1586037803
Format: PDF, Docs
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"The ever expanding abundance of information and computing power enables researchers and users to tackle highly interesting issues for the first time, such as applications providing personalized access and interactivity to multimodal information based on user preferences and semantic concepts or human-machine interface systems utilizing information on the affective state of the user. The purpose of this book is to provide insights on how todays computer engineers can implement AI in real world applications. Overall, the field of artificial intelligence is extremely broad. In essence, AI has found applications, in one way or another, in every aspect of computing and in most aspects of modern life. Consequently, it is not possible to provide a complete review of the field in the framework of a single book, unless if the review is broad rather than deep. In this book we have chosen to present selected current and emerging practical applications of AI, thus allowing for a more detailed presentation of topics. The book is organized in four parts; General Purpose Applications of AI; Intelligent Human-Computer Interaction; Intelligent Applications in Signal Processing and eHealth; and Real world AI applications in Computer Engineering."

Perspectives in Operations Research

Author: Frank B. Alt
Publisher: Springer Science & Business Media
ISBN: 0387399348
Format: PDF, Mobi
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A Symposium was held on February 25, 2006 in honor of the 80th birthday of Saul I. Gass and his major contributions to the field of operations research over 50 years. This volume includes articles from each of the Symposium speakers plus 16 other articles from friends, colleagues, and former students. Each contributor offers a forward-looking perspective on the future development of the field.

Intelligent Production Machines and Systems 2nd I PROMS Virtual International Conference 3 14 July 2006

Author: Duc T. Pham
Publisher: Elsevier
ISBN: 0080556345
Format: PDF, Mobi
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I*PROMS 2005 is an online web-based conference. It provides a platform for presenting, discussing, and disseminating research results contributed by scientists and industrial practitioners active in the area of intelligent systems and soft computing techniques (such as fuzzy logic, neural networks, evolutionary algorithms, and knowledge-based systems) and their application in different areas of manufacturing. Comprised of 100 peer-reviewed articles, this important resource provides tools to help enterprises achieve goals critical to the future of manufacturing. I*PROMS is an European Union-funded network that involves 30 partner organizations and more than 130 researchers from universities, research organizations, and corporations. * State-of-the-art research results * Leading European researchers and industrial practitioners * Comprehensive collection of indexed and peer-reviewed articles in book format supported by a user-friendly full-text CD-ROM with search functionality

Operations Research

Author: Hamdy A. Taha
Publisher: Pearson
ISBN: 9780134444017
Format: PDF, Docs
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"For junior/senior undergraduate and first-year graduate courses in Operations Research in departments of Industrial Engineering, Business Administration, Statistics, Computer Science, and Mathematics." "Operations Research" provides a broad focus on algorithmic and practical implementation of Operations Research (OR) techniques, using theory, applications, and computations to teach students OR basics. The book can be used conveniently in a survey course that encompasses all the major tools of operations research, or in two separate courses on deterministic and probabilistic decision-making. With the Tenth Edition, the author preserves classical algorithms by providing essential hand computational algorithms as an important part of OR history. Based on input and submissions from OR students, professors, and practitioners, the author also includes scenarios that show how classical algorithms can be beneficial in practice. These entries are included as "Aha! Moments" with each dealing with stories, anecdotes, and issues in OR theory, applications, computations, and teaching methodology that can advance the understanding of fundamental OR concepts. The Companion Website for "Operations Research, " 10/e (www.pearsonhighered.com/taha) provides valuable resources for both students and instructors. Resources include case studies that require students to employ OR tools from multiple chapters, Excel, TORA, and AMPL files as well as additional chapters and appendixes. A note about accessing the Companion Website: Instructors should click the Register link and follow the on-screen directions to access the site. Instructors need a Pearson Education account to register, but do not require an additional Access Code. Students can access the Companion Website by redeeming the Access Code included in the front of their new copy of "Operations Research, " 10/e. Students can also purchase Companion Website access online. The Instructor Resource Center contains the Solutions Manual and PowerPoints of the art from the book. Instructors can download these resources from www.pearsonhighered.com/irc"

The Vehicle Routing Problem Latest Advances and New Challenges

Author: Bruce L. Golden
Publisher: Springer Science & Business Media
ISBN: 0387777784
Format: PDF, ePub, Docs
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In a unified and carefully developed presentation, this book systematically examines recent developments in VRP. The book focuses on a portfolio of significant technical advances that have evolved over the past few years for modeling and solving vehicle routing problems and VRP variations. Reflecting the most recent scholarship, this book is written by one of the top research scholars in Vehicle Routing and is one of the most important books in VRP to be published in recent times.

Introduction to Stochastic Search and Optimization

Author: James C. Spall
Publisher: John Wiley & Sons
ISBN: 0471441902
Format: PDF
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A unique interdisciplinary foundation for real-world problem solving Stochastic search and optimization techniques are used in a vast number of areas, including aerospace, medicine, transportation, and finance, to name but a few. Whether the goal is refining the design of a missile or aircraft, determining the effectiveness of a new drug, developing the most efficient timing strategies for traffic signals, or making investment decisions in order to increase profits, stochastic algorithms can help researchers and practitioners devise optimal solutions to countless real-world problems. Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control is a graduate-level introduction to the principles, algorithms, and practical aspects of stochastic optimization, including applications drawn from engineering, statistics, and computer science. The treatment is both rigorous and broadly accessible, distinguishing this text from much of the current literature and providing students, researchers, and practitioners with a strong foundation for the often-daunting task of solving real-world problems. The text covers a broad range of today’s most widely used stochastic algorithms, including: Random search Recursive linear estimation Stochastic approximation Simulated annealing Genetic and evolutionary methods Machine (reinforcement) learning Model selection Simulation-based optimization Markov chain Monte Carlo Optimal experimental design The book includes over 130 examples, Web links to software and data sets, more than 250 exercises for the reader, and an extensive list of references. These features help make the text an invaluable resource for those interested in the theory or practice of stochastic search and optimization.