Approximate iterative algorithms. ([2014])

• Record Type: Book
• Further Information: Note: Anthony Almudevar, Department of Biostatistics and Computational Biology, University of Rochester, Rochester, NY, USA.
• Authors: Almudevar, Anthony
• Contents: Front Cover; Table of contents; 1. Introduction; PART I: Mathematical background; 2. Real analysis and linear algebra; 3. Background -- measure theory; 4. Background -- probability theory; 5. Background -- stochastic processes; 6. Functional analysis; 7. Fixed point equations; 8. The distribution of a maximum; PART II: General theory of approximate iterative algorithms; 9. Background -- linear convergence; 10. A general theory of approximate iterative algorithms (AIA); 11. Selection of approximation schedules for coarse-to-fine AIAs; PART III: Application to Markov decision processes. 12. Markov decision processes (MDP) -- background13. Markov decision processes -- value iteration; 14. Model approximation in dynamic programming -- general theory; 15. Sampling based approximation methods; 16. Approximate value iteration by truncation; 17. Grid approximations of MDPs with continuous state/action spaces; 18. Adaptive control of MDPs; Bibliography.
• Publisher Details: Leiden, The Netherlands : CRC Press/Balkema
• Publication Date: 2014
• Extent: 1 online resource (xi, 359 pages)
• Subjects: 519.2/33; Approximation algorithms; Functional analysis; Probabilities; Markov processes; MATHEMATICS -- Applied; MATHEMATICS -- Probability & Statistics -- General; Approximation algorithms; Functional analysis; Markov processes; Probabilities; Electronic books; Electronic books
• Languages: English
• ISBNs: 9780203503416; 0203503414; 1306501792; 9781306501798
• Related ISBNs: 9780415621540; 0415621542
• Notes: Note: Includes bibliographical references and index.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.