Almudevar Approximate Iterative Algorithms

Erscheinungsjahr 2014
ISBN: 978-0-203-50341-6
Verlag: Taylor & Francis
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 372 Seiten

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. The volume 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.

Autoren/Hrsg.

Almudevar, Anthony Louis

Fachgebiete

• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle

Inhaltsverzeichnis

1. Introduction 2. Approximate iterative algorithms - Theory 3. Markov Decision Processes 4. Optimal approximation schedules 5. General linear systems 6. Optimal control