Mathematical Learning Models - Theory and Algorithms

. Ed(s): Herkenrath, U.; Kalin, D.; Vogel, W.

ISBN 10: 0387909133 / ISBN 13: 9780387909134

Editore: Springer-Verlag New York Inc., 1983

Riguardo questo articolo

Held in the Physikzentrum in Bad Honnef from 3-7 May, 1982 Editor(s): Herkenrath, U.; Kalin, D.; Vogel, W. Num Pages: 239 pages, biography. BIC Classification: PBW. Category: (G) General (US: Trade). Dimension: 235 x 155 x 13. Weight in Grams: 379. . 1983. Softcover reprint of the original 1st ed. 1983. Paperback. . . . .

Codice articolo V9780387909134

Dati bibliografici

• Titolo: Mathematical Learning Models - Theory and Algorithms
• Editore: Springer-Verlag New York Inc.
• Data di pubblicazione: 1983
• Lingua: Inglese
• ISBN 10: 0387909133
• ISBN 13: 9780387909134
• Rilegatura: Brossura
• Condizione: New

Descrizione articolo

Riassunto

This volume contains most of the contributions presented at the conference "Mathematical Learning Models - Theory and Algorithms". The main subjects of the program were: - mathematical learning models, - bandit problems, - stochastic approximation procedures, - sequential decision processes with unknown law of nature.

Contenuti

The Minimax Risk for the Two-Armed Bandit Problem.- Bandit Problems with Random Discounting.- Stochastic Approximation on a Bounded Convex Set.- Learning Automaton for Finite Semi-Markov Decision Processes.- A Local Asymptotic Minimax Optimality of an Adaptive Robbins-Monro Stochastic Approximation Procedure.- Dynamic Allocation Indices for Bayesian Bandits.- The Role of Dynamic Allocation Indices in the Evaluation of Suboptimal Strategies for Families of Bandit Processes.- On the Discretization Technique for Optimal Discounted Control of the Wiener Process.- Asymptotic Properties of Learning Models.- On the Infinitesimal Characterization of Monotone Stopping Problems in Continuous Time.- Numerical Investigation of the Two-Armed Bandit.- Uniform Bounds for a Dynamic Programming Model under Adaptive Control Using Exponentially Bounded Error Probabilities.- Stochastic Regression Models and Consistency of the Least Squares Identification Scheme.- Recursive Identification Techniques.- An Optimization Problem for Matrices with Application to Decision Models.- On a Class of Learning Algorithms with Symmetric Behavior under Success and Failure.- Convergence of a General Stochastic Approximation Process under Convex Constraints and Some Applications.- On Kersting’s Theorem on Weak Convergence of Recursions.- On Continuous Time Learning Models.- Convergence of Stochastic Approximation Algorithms with Non-Additive Dependent Disturbances and Applications.- Sequential Probability Ratio Tests for Homogeneous Markov Chains.- Allocation Rules for Sequential Clinical Trials.- Non-Deterministic Modelling and its Application in Adaptive Optimal Control.