Simulation-based optimization. Parametric optimization techniques and reinforcement learning

DOI10.1007/978-1-4899-7491-4zbMath1321.90004OpenAlexW4237400786MaRDI QIDQ2253773

Abhijit Gosavi

Publication date: 12 February 2015

Published in: Operations Research/Computer Science Interfaces Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4899-7491-4

zbMATH Keywords

parametric optimizationsimulation-based optimizationstochastic dynamic programmingconvergence of algorithms

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Sensitivity, stability, parametric optimization (90C31) Neural networks for/in biological studies, artificial life and related topics (92B20) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

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