^Gratuit Book ⇙ Simulationbased Optimization ⇺ PDF eBook or Kindle ePUB free

I recently used this to teach a graduate course taken by industrial engineering and mechanical engineering students The students loved it It was comprehensive, yet easy to understand the theory behind topics such as neural networks and reinforcement learning, 2 commonly used data and decision analytic techniques. ^Free Book ☊ Simulationbased Optimization ☜ 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 formsKey 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 EquationsThemed 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