Stochastic Learning and Optimization by Xi-Ren Cao
Performance optimization is vital in the design and operation of modern engineering systems. This book provides a unified framework based on a sensitivity point of view. It introduces new approaches and proposes new research topics.
From the reviews:
"The book is written by known contributor to the theory of Markov decision problems and the theory of queueing systems and it is chiefly based on recent results obtained by the author… The book provide good introductory materials for graduate students and engineers who wish to have an overview of learning and optimization theory, the related methodologies in different disciplines and their relations. Moreover, the book is useful in finding new research topics and in practical applications." (Vladimir Sobolev, Zentralblatt MATH, Vol. 1130, 2008)
"The systems studied in this book are stochastic dynamic systems … . The book is very well written, and … they are often presented in an intuitive way so that the study is really enjoyable. … the subject of the book is very important and very interesting. … It is intended for teachers, researchers, and graduate students who can recognize the practical and theoretical value of the methods described … . strongly recommended for scholars in engineering, mathematics, computer science, artificial intelligence, and machine learning." (Lefteris Angelis, ACM Computing Reviews, Vol. 49 (12), December, 2008)
"The key point of this monograph is perturbation analysis … . The book has appendices on Markov processes, stochastic matrices and queueing theory. Every chapter contains a number of problems for self-study. Along with known/proved statements, the reader can find many open problems for future research. Finally, the book can become the basis for several undergraduate lecture courses." (Aleksey B. Piunovskiy, Mathematical Reviews, Issue 2009 f)
Professor Xi-Ren Cao gained his Masters degree in engineering and PhD in applied mathematics from Harvard University in 1982 and 1984 respectively. He has worked in an academic position at numerous institutions, including as a visiting professor at both the University of Massachusetts and the University of Maryland, a chair professor at the Hong Kong University of Science and Technology, and his current position of Chair Professor at Shanghai Jiao Tong University. He has published 125 peer-reviewed journal papers, 12 invited book chapters, and three books in areas related to stochastic and discrete control. He was Editor-in-Chief for Discrete Event Dynamic Systems: Theory and Applications from 2005 to 2014. He has extensive industrial experiences with Digital Equipment Corporation, Massachusetts, and AT&T Labs. He is Fellow of IEEE and IFAC.
| SKU | Unavailable |
| ISBN 13 | 9780387367873 |
| ISBN 10 | 038736787X |
| Title | Stochastic Learning and Optimization |
| Author | Xi-Ren Cao |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Springer-Verlag New York Inc. |
| Year published | 2007-10-12 |
| Number of pages | 566 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |