1.
Stochastic Learning and Optimization: A Sensitivity-Based Approach,
Springer, 2007
A simple version of the contents of this book:
- Preface
- Chapter 1: Introduction
Part
I
Four Disciplines in
Learning and Optimization (Chapter 2 ~ Chapter 7)
- Chapter 2: Perturbation Analysis
- Chapter 3: Learning and Optimization with
Perturbation Analysis
- Chapter 4: Markov Decision Processes
- Chapter 5: Sample-Path-Based Policy Iteration
- Chapter 6: Reinforcement Learning
- Chapter 7: Adaptive Control Problems as MDPs
Part
II The Event-Based
Optimization -- A New Approach (Chapter 8 ~ Chapter 9)
- Chapter 8: Event-Based Optimization - A
New Approach
- Chapter 9: Constructing Sensitivity
Formulas
Part
III
Appendices: Mathematical Background
- Appendix A: Probability and Markov
Processes
- Appendix B: Stochastic Matrices
- Appendix C: Queueing Theory
- Notation and Abbreviations
- References
- Index