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OverviewFull Product DetailsAuthor: Anthony Louis AlmudevarPublisher: Taylor & Francis Ltd Imprint: CRC Press Weight: 0.690kg ISBN: 9780367378882ISBN 10: 0367378884 Pages: 372 Publication Date: 10 October 2019 Audience: Professional and scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: In Print  This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of Contents1. Introduction. PART I Mathematical background: 2. Real analysis and linear algebra 3. Background – measure theory 4. Background – probability theory 5. Background – stochastic processes 6. Functional analysis 7. Fixed point equations 8. The distribution of a maximum. PART II General theory of approximate iterative algorithms: 9. Background – linear convergence 10. A general theory of approximate iterative algorithms (AIA) 11. Selection of approximation schedules for coarse-to-fine AIAs. PART III Application to Markov decision processes: 12. Markov decision processes (MDP) – background 13. Markov decision processes – value iteration 14. Model approximation in dynamic programming – general theory 15. Sampling based approximation methods 16. Approximate value iteration by truncation 17. Grid approximations of MDPs with continuous state/action spaces 18. Adaptive control of MDPs.Reviews"""This is an excellent book on dynamic programming and Markov decision processes. Dynamic programming, invented by the late Richard Bellman, has created a new field of optimality and approximation theory. The author has divided his book into three parts: I: Mathematical background with 8 chapters, II: General theory of approximate iterative algorithms with 3 chapters, and III: Application to Markov decision processes with 6 chapters. [...] The author has elaborated the theory in the application to online parameter estimation and exploration schedule."" Nirode C. Mohanty (Huntington Beach), Zentralblatt MATH 1297-1 ""Many real-life processes and program optimization tasks require approximations for their analysis and execution, as well asbeing recursive and requiring multiple iterations to achieve workable approximations. This rather dense and mathematically beautiful text provides the nexcessary background for the construction and development of algorithms to handle such tasks. [...] Thorough and mathematically rigorous throughout, the book will be useful to both pure mathematicians and programmers working in diverse fields from error analysis to machine learning."" 2014 Ringgold, Inc., Portland, OR, USA" This is an excellent book on dynamic programming and Markov decision processes. Dynamic programming, invented by the late Richard Bellman, has created a new field of optimality and approximation theory. The author has divided his book into three parts: I: Mathematical background with 8 chapters, II: General theory of approximate iterative algorithms with 3 chapters, and III: Application to Markov decision processes with 6 chapters. [...] The author has elaborated the theory in the application to online parameter estimation and exploration schedule. Nirode C. Mohanty (Huntington Beach), Zentralblatt MATH 1297-1 Many real-life processes and program optimization tasks require approximations for their analysis and execution, as well asbeing recursive and requiring multiple iterations to achieve workable approximations. This rather dense and mathematically beautiful text provides the nexcessary background for the construction and development of algorithms to handle such tasks. [...] Thorough and mathematically rigorous throughout, the book will be useful to both pure mathematicians and programmers working in diverse fields from error analysis to machine learning. 2014 Ringgold, Inc., Portland, OR, USA Author InformationDr. Almudevar was born in Halifax and raised in Ontario, Canada. He completed a PhD in Statistics at the University of Toronto, and is currently a faculty member in the Department of Biostatistics and Computational Biology at the University of Rochester. He has a wide range of interests, which include biological network modeling, analysis of genetic data, immunological modeling and clinical applications of technological home monitoring. He has a more general interest in optimization and control theory, with an emphasis on the computational issues associated with Markov decision processes. Tab Content 6Author Website:Countries AvailableAll regions |
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