APPROXIMATE ITERATIVE ALGORITHMS (HB 2014)

ALMUDEVAR A.L.

ISBN 10: 0415621542 / ISBN 13: 9780415621540

Editore: TAYLOR & FRANCIS, 2014

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Riassunto:

Iterative algorithms often rely on approximate evaluation techniques, which may include statistical estimation, computer simulation or functional approximation. This volume presents methods for the study of approximate iterative algorithms, providing tools for the derivation of error bounds and convergence rates, and for the optimal design of such algorithms. Techniques of functional analysis are used to derive analytical relationships between approximation methods and convergence properties for general classes of algorithms. This work provides the necessary background in functional analysis and probability theory. Extensive applications to Markov decision processes are presented.

This volume is intended for mathematicians, engineers and computer scientists, who work on learning processes in numerical analysis and are involved with optimization, optimal control, decision analysis and machine learning.

Informazioni sull?autore: Dr. Almudevar was born in Halifax and raised in Ontario, Canada. He completed a PhD in Statistics at the University of Toronto, and is currently a faculty member in the Department of Biostatistics and Computational Biology at the University of Rochester. He has a wide range of interests, which include biological network modeling, analysis of genetic data, immunological modeling and clinical applications of technological home monitoring. He has a more general interest in optimization and control theory, with an emphasis on the computational issues associated with Markov decision processes.

Dati bibliografici

Titolo: APPROXIMATE ITERATIVE ALGORITHMS (HB 2014)
Casa editrice: TAYLOR & FRANCIS
Data di pubblicazione: 2014
Legatura: Rilegato
Condizione: New
Edizione: Edizione Internazionale