Reinforcement learning and stochastic optimization

Reinforcement learning and stochastic optimization: a unified framework for sequential decisions

by Powell, Warren B.

Type Book
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"The first step in sequential decision problems is to understand what decisions are being made. It is surprising how often it is that people faced with complex problems, which spans scientists in a lab to people trying to solve major health problems, are not able to identify the decisions they face. We then want to find a method for making decisions. There are at least 45 words in the English language that are equivalent to "method for making a decision," but the one we have settled on is polic…

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Title Statements

  • Full title :Reinforcement learning and stochastic optimization : a unified framework for sequential decisions / Warren B Powell.

Summary

"The first step in sequential decision problems is to understand what decisions are being made. It is surprising how often it is that people faced with complex problems, which spans scientists in a lab to people trying to solve major health problems, are not able to identify the decisions they face. We then want to find a method for making decisions. There are at least 45 words in the English language that are equivalent to "method for making a decision," but the one we have settled on is policy. The term policy is very familiar to fields such as Markov decision processes and reinforcement learning, but with a much narrower interpretation than we will use. Other fields do not use the term at all. Designing effective policies will be the focus of most of this book. Even more subtle is identifying the different sources of uncertainty. It can be hard enough trying to identify potential decisions, but thinking about all the random events that might affect whatever it is that you are managing, whether it is reducing disease, managing inventories, or making investments, can seem like a hopeless challenge"

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Edition Statements

  • Publication Date:2022
  • Edition:First Edition

Publication Statements

  • Publisher(s):John Wiley & Sons, Inc
  • Place of Publication:Hoboken, New Jersey
  • Language:eng
  • Publication Date:2022

Notes

Includes bibliographical references and index. - Description based upon online resource; title from PDF title page (viewed April 27, 2022).

The Physical Object

  • Description:1 online resource

Edition Identifiers

  • ISBN:9781119815068, 1119815061, 9781119815044, 1119815045, 9781119815051, 1119815053, 9781119815037, 1119815037
  • oclc:on1328001345
  • Dewey Decimal:006.3/1

Subjects

Analyse stochastique Apprentissage par renforcement (Intelli… Decision making -- Statistical methods Electronic books Mathematical optimization Optimisation mathématique Prise de décision -- Méthodes statistiq… Reinforcement learning Stochastic analysis

Writers

Powell, Warren B.

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