Simulation and Optimization, Georg Pflug; Ulrich Dieter

Автор: Michael C Fu
Название: Handbook of Simulation Optimization
ISBN: 1493913832 ISBN-13(EAN): 9781493913831
Издательство: Springer
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Цена: 121110.00 T
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Описание: Handbook of Simulation Optimization

Автор: Gabriella Dellino; Carlo Meloni
Название: Uncertainty Management in Simulation-Optimization of Complex Systems
ISBN: 1489975462 ISBN-13(EAN): 9781489975461
Издательство: Springer
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Цена: 102480.00 T
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Описание: Editors aim to offer a bibliographic reference on the topic, enabling interested readers to learn about the state-of-the-art in this research area, also accounting for potential real-world applications to improve also the state-of-the-practice.

Автор: Abhijit Gosavi
Название: Simulation-Based Optimization
ISBN: 1489977317 ISBN-13(EAN): 9781489977311
Издательство: Springer
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Цена: 69870.00 T
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Описание:

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.

Автор: Manuel Laguna; Jos? Luis Gonz?lez-Velarde
Название: Computing Tools for Modeling, Optimization and Simulation
ISBN: 1461370620 ISBN-13(EAN): 9781461370628
Издательство: Springer
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Цена: 204970.00 T
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Описание: Computing Tools for Modeling, Optimization and Simulation reflects the need for preserving the marriage between operations research and computing in order to create more efficient and powerful software tools in the years ahead.

Автор: Gosavi, Abhijit
Название: Simulation-Based Optimization
ISBN: 1489974903 ISBN-13(EAN): 9781489974907
Издательство: Springer
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Цена: 102480.00 T
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Описание:

Background.- Simulation basics.- Simulation optimization: an overview.- Response surfaces and neural nets.- Parametric optimization.- Dynamic programming.- Reinforcement learning.- Stochastic search for controls.- Convergence: background material.- Convergence: parametric optimization.- Convergence: control optimization.- Case studies.

Автор: Korte, Bernhard, Vygen, Jens
Название: Combinatorial Optimization (algorithms and Combinatorics 21) 5th ed.
ISBN: 3642244874 ISBN-13(EAN): 9783642244872
Издательство: Springer
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Цена: 60510.00 T
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Описание: This comprehensive textbook on combinatorial optimization places special emphasis on theoretical results and algorithms with provably good performance, in contrast to heuristics. It is based on numerous courses on combinatorial optimization and specialized topics, mostly at graduate level. This book reviews the fundamentals, covers the classical topics (paths, flows, matching, matroids, NP-completeness, approximation algorithms) in detail, and proceeds to advanced and recent topics, some of which have not appeared in a textbook before. Throughout, it contains complete but concise proofs, and also provides numerous exercises and references. This fifth edition has again been updated, revised, and significantly extended, with more than 60 new exercises and new material on various topics, including Cayley's formula, blocking flows, faster b-matching separation, multidimensional knapsack, multicommodity max-flow min-cut ratio, and sparsest cut. Thus, this book represents the state of the art of combinatorial optimization.

Автор: Kenneth Lange
Название: Optimization
ISBN: 1489992707 ISBN-13(EAN): 9781489992703
Издательство: Springer
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Цена: 65170.00 T
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Описание: This updated new edition includes a wealth of additional material. As well as its integration of mathematical theory and numerical algorithm development, it features new chapters on topics such as the calculus of variations, integration, and block relaxation.

Автор: Georg Ch. Pflug; Alois Pichler
Название: Multistage Stochastic Optimization
ISBN: 3319088424 ISBN-13(EAN): 9783319088426
Издательство: Springer
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Цена: 93160.00 T
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Описание: Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other areas.

Автор: Altannar Chinchuluun; Panos Pardalos; Rentsen Enkh
Название: Optimization and Optimal Control
ISBN: 1461426243 ISBN-13(EAN): 9781461426240
Издательство: Springer
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Цена: 181670.00 T
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Описание: Optimization and optimal control have numerous applications in various disciplines and research in these areas is accelerating at a rapid pace. "Optimization and Optimal Control: Theory and Applications" brings together the latest developments in these areas of research as well as presents applications of these results to a wide range of real-world problems.

Автор: El-K?bir Boukas; Roland P. Malham?
Название: Analysis, Control and Optimization of Complex Dynamic Systems
ISBN: 1489996095 ISBN-13(EAN): 9781489996091
Издательство: Springer
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Цена: 102480.00 T
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Описание: Analysis, Control and Optimization of Complex Dynamic Systems gathers in a single volume a spectrum of complex dynamic systems related papers written by experts in their fields, and strongly representative of current research trends.

Автор: Michael Bartholomew-Biggs
Название: Nonlinear Optimization with Financial Applications
ISBN: 1489981195 ISBN-13(EAN): 9781489981196
Издательство: Springer
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Цена: 130430.00 T
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Описание: This instructive book introduces the key ideas behind practical nonlinear optimization, accompanied by computational examples and supporting software. It combines computational finance with an important class of numerical techniques.

Автор: Edward K. Baker; Anito Joseph; Anuj Mehrotra; Mich
Название: Extending the Horizons: Advances in Computing, Optimization, and Decision Technologies
ISBN: 1489998616 ISBN-13(EAN): 9781489998613
Издательство: Springer
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Цена: 130430.00 T
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Описание: This book represents the results of cross-fertilization between OR/MS and CS/AI. Taken collectively, these articles are indicative of the state-of-the-art in the interface between OR/MS and CS/AI and of the high caliber of research being conducted by members of the INFORMS Computing Society.