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Optimal Learning - Powell, Warren B, and Ryzhov, Ilya O
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"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 ...

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Optimal Learning 2012, Wiley, Hoboken, NJ

ISBN-13: 9780470596692

Hardcover