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Proceedings
| Proceedings |
| Pubbl/distr/stampa | [Piscataway, N.J.], : IEEE |
| Disciplina | 519.7 |
| Collana | IEEE Symposium Series on Computational Intelligence |
| Soggetto topico |
Dynamic programming
Reinforcement learning Computational intelligence Machine learning |
| Soggetto genere / forma |
Periodicals.
Conference papers and proceedings. |
| ISSN | 2325-1867 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti |
IEEE Symposium on Adaptive Dynamic Programming and Reinforcement Learning
ADPRL Adaptive dynamic programming and reinforcement learning |
| Record Nr. | UNINA-9910626183503321 |
| [Piscataway, N.J.], : IEEE | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Recent mathematical methods in dynamic programming : proceedings of the(international) conference; Rome, March 26-28, 1984 / / edited by I. Capuzzo Dolcetta, W. H. Fleming and T. Zolezzi
| Recent mathematical methods in dynamic programming : proceedings of the(international) conference; Rome, March 26-28, 1984 / / edited by I. Capuzzo Dolcetta, W. H. Fleming and T. Zolezzi |
| Edizione | [1st ed. 1985.] |
| Pubbl/distr/stampa | Boston : , : Springer-Verlag, , [1985] |
| Descrizione fisica | 1 online resource (VIII, 204 p.) |
| Disciplina | 519.7 |
| Collana | Lecture notes in mathematics |
| Soggetto topico | Dynamic programming |
| ISBN | 3-540-39365-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | The time optimal control of variational inequalities. dynamic programming and the maximum principle -- Some singular perturbation problems arising in stochastic control -- Some results on stationary Bellman equation in Hilbert spaces -- A stochastic control approach to some large deviations problems -- Towards an expert system in stochastic control: Optimization in the class of local feedbacks -- Optimal control and viscosity solutions -- Some control problems of degenerate diffusions with unbounded cost -- On some stochastic optimal impulse control problems -- Approximation of Hamilton-Jacobi-Bellman equation in deterministic control theory. An application to energy production systems -- Dynamic programming for optimal control problems with terminal constraints. |
| Record Nr. | UNISA-996466577803316 |
| Boston : , : Springer-Verlag, , [1985] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Reinforcement learning and dynamic programming using function approximators / / / Lucian Busoniu. [et al]
| Reinforcement learning and dynamic programming using function approximators / / / Lucian Busoniu. [et al] |
| Pubbl/distr/stampa | Boca Raton : , : CRC Press, , 2010 |
| Descrizione fisica | 1 online resource (285 p.) |
| Disciplina | 629.8/9 |
| Altri autori (Persone) | BusoniuLucian |
| Collana | Automation and control engineering |
| Soggetto topico |
Digital control systems
Dynamic programming |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-315-21793-7
1-282-90296-2 9786612902963 1-4398-2109-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Title; Copyright; Preface; About the authors; Contents; 1 Introduction; 2 An introduction to dynamic programming and reinforcement learning; 3 Dynamic programming and reinforcement learning in large and continuous spaces; 4 Approximate value iteration with a fuzzy representation; 5 Approximate policy iteration for online learning and continuous-action control; 6 Approximate policy search with cross-entropy optimization of basis functions; Appendix A: Extremely randomized trees; Appendix B: The cross-entropy method; Symbols and abbreviations; Bibliography; List of algorithms; Index |
| Record Nr. | UNINA-9910459050203321 |
| Boca Raton : , : CRC Press, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Reinforcement learning and dynamic programming using function approximators / / / Lucian Busoniu. [et al]
| Reinforcement learning and dynamic programming using function approximators / / / Lucian Busoniu. [et al] |
| Pubbl/distr/stampa | Boca Raton : , : CRC Press, , 2010 |
| Descrizione fisica | 1 online resource (285 p.) |
| Disciplina | 629.8/9 |
| Altri autori (Persone) | BusoniuLucian |
| Collana | Automation and control engineering |
| Soggetto topico |
Digital control systems
Dynamic programming |
| ISBN |
1-351-83382-0
1-315-21793-7 1-282-90296-2 9786612902963 1-4398-2109-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Title; Copyright; Preface; About the authors; Contents; 1 Introduction; 2 An introduction to dynamic programming and reinforcement learning; 3 Dynamic programming and reinforcement learning in large and continuous spaces; 4 Approximate value iteration with a fuzzy representation; 5 Approximate policy iteration for online learning and continuous-action control; 6 Approximate policy search with cross-entropy optimization of basis functions; Appendix A: Extremely randomized trees; Appendix B: The cross-entropy method; Symbols and abbreviations; Bibliography; List of algorithms; Index |
| Record Nr. | UNINA-9910785112203321 |
| Boca Raton : , : CRC Press, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Reinforcement learning and dynamic programming using function approximators / / / Lucian Busoniu. [et al]
| Reinforcement learning and dynamic programming using function approximators / / / Lucian Busoniu. [et al] |
| Pubbl/distr/stampa | Boca Raton : , : CRC Press, , 2010 |
| Descrizione fisica | 1 online resource (285 p.) |
| Disciplina | 629.8/9 |
| Altri autori (Persone) | BusoniuLucian |
| Collana | Automation and control engineering |
| Soggetto topico |
Digital control systems
Dynamic programming |
| ISBN |
1-351-83382-0
1-315-21793-7 1-282-90296-2 9786612902963 1-4398-2109-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Title; Copyright; Preface; About the authors; Contents; 1 Introduction; 2 An introduction to dynamic programming and reinforcement learning; 3 Dynamic programming and reinforcement learning in large and continuous spaces; 4 Approximate value iteration with a fuzzy representation; 5 Approximate policy iteration for online learning and continuous-action control; 6 Approximate policy search with cross-entropy optimization of basis functions; Appendix A: Extremely randomized trees; Appendix B: The cross-entropy method; Symbols and abbreviations; Bibliography; List of algorithms; Index |
| Record Nr. | UNINA-9910812661003321 |
| Boca Raton : , : CRC Press, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sequential stochastic optimization [[electronic resource] /] / R. Cairoli, Robert C. Dalang
| Sequential stochastic optimization [[electronic resource] /] / R. Cairoli, Robert C. Dalang |
| Autore | Cairoli R (Renzo), <1931-1994.> |
| Pubbl/distr/stampa | New York, : J. Wiley & Sons, c1996 |
| Descrizione fisica | 1 online resource (348 p.) |
| Disciplina | 519.7 |
| Altri autori (Persone) | DalangRobert C. <1961-> |
| Collana | Wiley series in probability and mathematical statistics |
| Soggetto topico |
Optimal stopping (Mathematical statistics)
Dynamic programming Stochastic control theory |
| ISBN |
1-283-22799-1
9786613227997 1-118-16439-3 1-118-16440-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Sequential Stochastic Optimization; Contents; Preface; Notation and Conventions; 1. Preliminaries; 1.1 Filtered Probability Spaces; 1.2 Random Variables; 1.3 Stopping Points; 1.4 Increasing Paths and Accessible Stopping Points; 1.5 Some Operations on Accessible Stopping Points; 1.6 Stochastic Processes and Martingales; Exercises; Historical Notes; 2. Sums of Independent Random Variables; 2.1 Maximal Inequalities; 2.2 Integrability Criteria for the Supremum; 2.3 The Strong Law of Large Numbers; 2.4 Case Where the Random Variables Are Identically Distributed; Exercises; Historical Notes
3. Optimal Stopping3.1 Stating the Problem; 3.2 Snell's Envelope; 3.3 Solving the Problem; 3.4 A Related Problem; 3.5 Maximal Accessible Stopping Points; 3.6 Case Where the Index Set is Finite; 3.7 An Application to Normalized Partial Sums; 3.8 Complements; Exercises; Historical Notes; 4. Reduction to a Single Dimension; 4.1 Linear Representation of Accessible Stopping Points; 4.2 Applications; 4.3 Linear Representation in the Setting of Inaccessible Stopping Points; Exercises; Historical Notes; 5. Accessibility and Filtration Structure; 5.1 Conditions for Accessibility 5.2 Consequences for the Structure of the Filtration5.3 The Bidimensional Case; 5.4 Predictability of Optional Increasing Paths; 5.5 The Combinatorial Structure of a Filtration; 5.6 The Combinatorial Structure of a Filtration Satisfying COl; 5.7 Optimal Stopping and Linear Optimization; Exercises; Historical Notes; 6. Sequential Sampling; 6.1 Stating the Problem; 6.2 Constructing the Model; 6.3 The Reward Process and Snell's Envelope; 6.4 Describing the Optimal Strategy; 6.5 The Likelihood-Ratio Test; 6.6 Applications; 6.7 Complement; Exercises; Historical Notes; 7. Optimal Sequential Control 7.1 An Example7.2 Preliminaries; 7.3 Controls; 7.4 Optimization; 7.5 Optimization Over Finite Controls; 7.6 Case Where the Index Set Is Finite; 7.7 Extension to General Index Sets; Exercises; Historical Notes; 8. Multiarmed Bandits; 8.1 Formulating the Problem; 8.2 Index Controls; 8.3 Gittins Indices; 8.4 Characterizing Optimal Controls; 8.5 Examples; Exercises; Historical Notes; 9. The Markovian Case; 9.1 Markov Chains and Superharmonic Functions; 9.2 Optimal Control of a Markov Chain; 9.3 The Special Case of a Random Walk 9.4 Control and Stopping at the Time of First Visit to a Set of States9.5 Markov Structures; Exercises; Historical Notes; 10. Optimal Switching Between Two Random Walks; 10.1 Formulating and Solving the Problem; 10.2 Some Properties of the Solution; 10.3 The Structure of the Solution; 10.4 Constructing the Switching Curves; 10.5 Characterizing the Type of the Solution; 10.6 Determining the Type of the Solution; Exercises; Historical Notes; Bibliography; Index of Notation; Index of Terms |
| Record Nr. | UNINA-9910139611903321 |
Cairoli R (Renzo), <1931-1994.>
|
||
| New York, : J. Wiley & Sons, c1996 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sequential stochastic optimization [[electronic resource] /] / R. Cairoli, Robert C. Dalang
| Sequential stochastic optimization [[electronic resource] /] / R. Cairoli, Robert C. Dalang |
| Autore | Cairoli R (Renzo), <1931-1994.> |
| Pubbl/distr/stampa | New York, : J. Wiley & Sons, c1996 |
| Descrizione fisica | 1 online resource (348 p.) |
| Disciplina | 519.7 |
| Altri autori (Persone) | DalangRobert C. <1961-> |
| Collana | Wiley series in probability and mathematical statistics |
| Soggetto topico |
Optimal stopping (Mathematical statistics)
Dynamic programming Stochastic control theory |
| ISBN |
1-283-22799-1
9786613227997 1-118-16439-3 1-118-16440-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Sequential Stochastic Optimization; Contents; Preface; Notation and Conventions; 1. Preliminaries; 1.1 Filtered Probability Spaces; 1.2 Random Variables; 1.3 Stopping Points; 1.4 Increasing Paths and Accessible Stopping Points; 1.5 Some Operations on Accessible Stopping Points; 1.6 Stochastic Processes and Martingales; Exercises; Historical Notes; 2. Sums of Independent Random Variables; 2.1 Maximal Inequalities; 2.2 Integrability Criteria for the Supremum; 2.3 The Strong Law of Large Numbers; 2.4 Case Where the Random Variables Are Identically Distributed; Exercises; Historical Notes
3. Optimal Stopping3.1 Stating the Problem; 3.2 Snell's Envelope; 3.3 Solving the Problem; 3.4 A Related Problem; 3.5 Maximal Accessible Stopping Points; 3.6 Case Where the Index Set is Finite; 3.7 An Application to Normalized Partial Sums; 3.8 Complements; Exercises; Historical Notes; 4. Reduction to a Single Dimension; 4.1 Linear Representation of Accessible Stopping Points; 4.2 Applications; 4.3 Linear Representation in the Setting of Inaccessible Stopping Points; Exercises; Historical Notes; 5. Accessibility and Filtration Structure; 5.1 Conditions for Accessibility 5.2 Consequences for the Structure of the Filtration5.3 The Bidimensional Case; 5.4 Predictability of Optional Increasing Paths; 5.5 The Combinatorial Structure of a Filtration; 5.6 The Combinatorial Structure of a Filtration Satisfying COl; 5.7 Optimal Stopping and Linear Optimization; Exercises; Historical Notes; 6. Sequential Sampling; 6.1 Stating the Problem; 6.2 Constructing the Model; 6.3 The Reward Process and Snell's Envelope; 6.4 Describing the Optimal Strategy; 6.5 The Likelihood-Ratio Test; 6.6 Applications; 6.7 Complement; Exercises; Historical Notes; 7. Optimal Sequential Control 7.1 An Example7.2 Preliminaries; 7.3 Controls; 7.4 Optimization; 7.5 Optimization Over Finite Controls; 7.6 Case Where the Index Set Is Finite; 7.7 Extension to General Index Sets; Exercises; Historical Notes; 8. Multiarmed Bandits; 8.1 Formulating the Problem; 8.2 Index Controls; 8.3 Gittins Indices; 8.4 Characterizing Optimal Controls; 8.5 Examples; Exercises; Historical Notes; 9. The Markovian Case; 9.1 Markov Chains and Superharmonic Functions; 9.2 Optimal Control of a Markov Chain; 9.3 The Special Case of a Random Walk 9.4 Control and Stopping at the Time of First Visit to a Set of States9.5 Markov Structures; Exercises; Historical Notes; 10. Optimal Switching Between Two Random Walks; 10.1 Formulating and Solving the Problem; 10.2 Some Properties of the Solution; 10.3 The Structure of the Solution; 10.4 Constructing the Switching Curves; 10.5 Characterizing the Type of the Solution; 10.6 Determining the Type of the Solution; Exercises; Historical Notes; Bibliography; Index of Notation; Index of Terms |
| Record Nr. | UNINA-9910831074003321 |
|
Cairoli R (Renzo), <1931-1994.>
|
||
| New York, : J. Wiley & Sons, c1996 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sequential stochastic optimization [[electronic resource] /] / R. Cairoli, Robert C. Dalang
| Sequential stochastic optimization [[electronic resource] /] / R. Cairoli, Robert C. Dalang |
| Autore | Cairoli R (Renzo), <1931-1994.> |
| Pubbl/distr/stampa | New York, : J. Wiley & Sons, c1996 |
| Descrizione fisica | 1 online resource (348 p.) |
| Disciplina | 519.7 |
| Altri autori (Persone) | DalangRobert C. <1961-> |
| Collana | Wiley series in probability and mathematical statistics |
| Soggetto topico |
Optimal stopping (Mathematical statistics)
Dynamic programming Stochastic control theory |
| ISBN |
1-283-22799-1
9786613227997 1-118-16439-3 1-118-16440-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Sequential Stochastic Optimization; Contents; Preface; Notation and Conventions; 1. Preliminaries; 1.1 Filtered Probability Spaces; 1.2 Random Variables; 1.3 Stopping Points; 1.4 Increasing Paths and Accessible Stopping Points; 1.5 Some Operations on Accessible Stopping Points; 1.6 Stochastic Processes and Martingales; Exercises; Historical Notes; 2. Sums of Independent Random Variables; 2.1 Maximal Inequalities; 2.2 Integrability Criteria for the Supremum; 2.3 The Strong Law of Large Numbers; 2.4 Case Where the Random Variables Are Identically Distributed; Exercises; Historical Notes
3. Optimal Stopping3.1 Stating the Problem; 3.2 Snell's Envelope; 3.3 Solving the Problem; 3.4 A Related Problem; 3.5 Maximal Accessible Stopping Points; 3.6 Case Where the Index Set is Finite; 3.7 An Application to Normalized Partial Sums; 3.8 Complements; Exercises; Historical Notes; 4. Reduction to a Single Dimension; 4.1 Linear Representation of Accessible Stopping Points; 4.2 Applications; 4.3 Linear Representation in the Setting of Inaccessible Stopping Points; Exercises; Historical Notes; 5. Accessibility and Filtration Structure; 5.1 Conditions for Accessibility 5.2 Consequences for the Structure of the Filtration5.3 The Bidimensional Case; 5.4 Predictability of Optional Increasing Paths; 5.5 The Combinatorial Structure of a Filtration; 5.6 The Combinatorial Structure of a Filtration Satisfying COl; 5.7 Optimal Stopping and Linear Optimization; Exercises; Historical Notes; 6. Sequential Sampling; 6.1 Stating the Problem; 6.2 Constructing the Model; 6.3 The Reward Process and Snell's Envelope; 6.4 Describing the Optimal Strategy; 6.5 The Likelihood-Ratio Test; 6.6 Applications; 6.7 Complement; Exercises; Historical Notes; 7. Optimal Sequential Control 7.1 An Example7.2 Preliminaries; 7.3 Controls; 7.4 Optimization; 7.5 Optimization Over Finite Controls; 7.6 Case Where the Index Set Is Finite; 7.7 Extension to General Index Sets; Exercises; Historical Notes; 8. Multiarmed Bandits; 8.1 Formulating the Problem; 8.2 Index Controls; 8.3 Gittins Indices; 8.4 Characterizing Optimal Controls; 8.5 Examples; Exercises; Historical Notes; 9. The Markovian Case; 9.1 Markov Chains and Superharmonic Functions; 9.2 Optimal Control of a Markov Chain; 9.3 The Special Case of a Random Walk 9.4 Control and Stopping at the Time of First Visit to a Set of States9.5 Markov Structures; Exercises; Historical Notes; 10. Optimal Switching Between Two Random Walks; 10.1 Formulating and Solving the Problem; 10.2 Some Properties of the Solution; 10.3 The Structure of the Solution; 10.4 Constructing the Switching Curves; 10.5 Characterizing the Type of the Solution; 10.6 Determining the Type of the Solution; Exercises; Historical Notes; Bibliography; Index of Notation; Index of Terms |
| Record Nr. | UNINA-9910841332403321 |
|
Cairoli R (Renzo), <1931-1994.>
|
||
| New York, : J. Wiley & Sons, c1996 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Solutions manual for recursive methods in economic dynamics [[electronic resource] /] / Claudio Irigoyen, Esteban Rossi-Hansberg, Mark L.J. Wright
| Solutions manual for recursive methods in economic dynamics [[electronic resource] /] / Claudio Irigoyen, Esteban Rossi-Hansberg, Mark L.J. Wright |
| Autore | Irigoyen Claudio |
| Pubbl/distr/stampa | Cambridge, MA ; ; London, : Harvard University Press, 2002 |
| Descrizione fisica | 1 online resource (x, 291 p.) |
| Disciplina | 330.0151 |
| Altri autori (Persone) |
Rossi-HansbergEsteban
WrightMark L. J StokeyNancy L |
| Soggetto topico |
Economics, Mathematical
Recursive functions Dynamic programming |
| Soggetto genere / forma | Electronic books. |
| ISBN | 0-674-03896-7 |
| Classificazione | QH 300 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Foreword -- 1 Introduction -- 2 An Overview -- 3 Mathematical Preliminaries -- 4 Dynamic Programming under Certainty -- 5 Applications of Dynamic Programming under Certainty -- 6 Deterministic Dynamics -- 7 Measure Theory and Integration -- 8 Markov Processes -- 9 Stochastic Dynamic Programming -- 10 Applications of Stochastic Dynamic Programming -- 11 Strong Convergence of Markov Processes -- 12 Weak Convergence of Markov Processes -- 13 Applications of Convergence Results for Markov Processes -- 14 Laws of Large Numbers -- 15 Pareto Optima and Competitive Equilibria -- 16 Applications of Equilibrium Theory -- 17 Fixed-Point Arguments -- 18 Equilibria in Systems with Distortions |
| Record Nr. | UNINA-9910455074503321 |
|
Irigoyen Claudio
|
||
| Cambridge, MA ; ; London, : Harvard University Press, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Solutions manual for recursive methods in economic dynamics [[electronic resource] /] / Claudio Irigoyen, Esteban Rossi-Hansberg, Mark L.J. Wright
| Solutions manual for recursive methods in economic dynamics [[electronic resource] /] / Claudio Irigoyen, Esteban Rossi-Hansberg, Mark L.J. Wright |
| Autore | Irigoyen Claudio |
| Pubbl/distr/stampa | Cambridge, MA ; ; London, : Harvard University Press, 2002 |
| Descrizione fisica | 1 online resource (x, 291 p.) |
| Disciplina | 330.0151 |
| Altri autori (Persone) |
Rossi-HansbergEsteban
WrightMark L. J StokeyNancy L |
| Soggetto topico |
Economics, Mathematical
Recursive functions Dynamic programming |
| ISBN | 0-674-03896-7 |
| Classificazione | QH 300 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Foreword -- 1 Introduction -- 2 An Overview -- 3 Mathematical Preliminaries -- 4 Dynamic Programming under Certainty -- 5 Applications of Dynamic Programming under Certainty -- 6 Deterministic Dynamics -- 7 Measure Theory and Integration -- 8 Markov Processes -- 9 Stochastic Dynamic Programming -- 10 Applications of Stochastic Dynamic Programming -- 11 Strong Convergence of Markov Processes -- 12 Weak Convergence of Markov Processes -- 13 Applications of Convergence Results for Markov Processes -- 14 Laws of Large Numbers -- 15 Pareto Optima and Competitive Equilibria -- 16 Applications of Equilibrium Theory -- 17 Fixed-Point Arguments -- 18 Equilibria in Systems with Distortions |
| Record Nr. | UNINA-9910778440303321 |
|
Irigoyen Claudio
|
||
| Cambridge, MA ; ; London, : Harvard University Press, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
