Optimal learning
By: Warren B. Powell, Operations Research and Financial Engineering, Princeton University, Ilya O. Ryzhov, Robert H. Smith School of Business, University of Maryland
Contributors: Ryzhov, Ilya Olegovich, 1985-
Series: Wiley series in probability and statistics
Publisher: Wiley
Published: 2012
Place of publication: Hoboken, New Jersey
Language: eng
Number of pages: 384
ISBN-13: 9780470596692
Subjects: MATHEMATICS / Probability & Statistics / General; Machine learning
Description: "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, from identifying promising drug candidates to figuring out the best evacuation plan in the event of a natural disaster"--
Notes: Includes bibliographical references and index.