Download or read book Reinforcement Learning and Dynamic Programming Using Function Approximators written by Lucian Busoniu and published by CRC Press. This book was released on 2017-07-28 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: From household appliances to applications in robotics, engineered systems involving complex dynamics can only be as effective as the algorithms that control them. While Dynamic Programming (DP) has provided researchers with a way to optimally solve decision and control problems involving complex dynamic systems, its practical value was limited by algorithms that lacked the capacity to scale up to realistic problems. However, in recent years, dramatic developments in Reinforcement Learning (RL), the model-free counterpart of DP, changed our understanding of what is possible. Those developments led to the creation of reliable methods that can be applied even when a mathematical model of the system is unavailable, allowing researchers to solve challenging control problems in engineering, as well as in a variety of other disciplines, including economics, medicine, and artificial intelligence. Reinforcement Learning and Dynamic Programming Using Function Approximators provides a comprehensive and unparalleled exploration of the field of RL and DP. With a focus on continuous-variable problems, this seminal text details essential developments that have substantially altered the field over the past decade. In its pages, pioneering experts provide a concise introduction to classical RL and DP, followed by an extensive presentation of the state-of-the-art and novel methods in RL and DP with approximation. Combining algorithm development with theoretical guarantees, they elaborate on their work with illustrative examples and insightful comparisons. Three individual chapters are dedicated to representative algorithms from each of the major classes of techniques: value iteration, policy iteration, and policy search. The features and performance of these algorithms are highlighted in extensive experimental studies on a range of control applications. The recent development of applications involving complex systems has led to a surge of interest in RL and DP methods and the subsequent need for a quality resource on the subject. For graduate students and others new to the field, this book offers a thorough introduction to both the basics and emerging methods. And for those researchers and practitioners working in the fields of optimal and adaptive control, machine learning, artificial intelligence, and operations research, this resource offers a combination of practical algorithms, theoretical analysis, and comprehensive examples that they will be able to adapt and apply to their own work. Access the authors' website at www.dcsc.tudelft.nl/rlbook/ for additional material, including computer code used in the studies and information concerning new developments.

Download or read book Optimal Sampled Data Control Systems written by Tongwen Chen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt: Among the many techniques for designing linear multivariable analogue controllers, the two most popular optimal ones are H2 and H-infinity optimization. The fact that most new industrial controllers are digital provides strong motivation for adapting or extending these techniques to digital control systems. This book, now available as a corrected reprint, attempts to do so. Part I presents two indirect methods of sampled-data controller design: These approaches include approximations to a real problem, which involves an analogue plant, continuous-time performance specifications, and a sampled-data controller. Part II proposes a direct attack in the continuous-time domain, where sampled-data systems are time-varying. The findings are presented in forms that can readily be programmed in, e.g., MATLAB.

Download or read book Adaptive Dynamic Programming Single and Multiple Controllers written by Ruizhuo Song and published by Springer. This book was released on 2018-12-28 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a class of novel optimal control methods and games schemes based on adaptive dynamic programming techniques. For systems with one control input, the ADP-based optimal control is designed for different objectives, while for systems with multi-players, the optimal control inputs are proposed based on games. In order to verify the effectiveness of the proposed methods, the book analyzes the properties of the adaptive dynamic programming methods, including convergence of the iterative value functions and the stability of the system under the iterative control laws. Further, to substantiate the mathematical analysis, it presents various application examples, which provide reference to real-world practices.

Download or read book Approximate Dynamic Programming written by Warren B. Powell and published by John Wiley & Sons. This book was released on 2011-10-26 with total page 573 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the First Edition "Finally, a book devoted to dynamic programming and written using the language of operations research (OR)! This beautiful book fills a gap in the libraries of OR specialists and practitioners." —Computing Reviews This new edition showcases a focus on modeling and computation for complex classes of approximate dynamic programming problems Understanding approximate dynamic programming (ADP) is vital in order to develop practical and high-quality solutions to complex industrial problems, particularly when those problems involve making decisions in the presence of uncertainty. Approximate Dynamic Programming, Second Edition uniquely integrates four distinct disciplines—Markov decision processes, mathematical programming, simulation, and statistics—to demonstrate how to successfully approach, model, and solve a wide range of real-life problems using ADP. The book continues to bridge the gap between computer science, simulation, and operations research and now adopts the notation and vocabulary of reinforcement learning as well as stochastic search and simulation optimization. The author outlines the essential algorithms that serve as a starting point in the design of practical solutions for real problems. The three curses of dimensionality that impact complex problems are introduced and detailed coverage of implementation challenges is provided. The Second Edition also features: A new chapter describing four fundamental classes of policies for working with diverse stochastic optimization problems: myopic policies, look-ahead policies, policy function approximations, and policies based on value function approximations A new chapter on policy search that brings together stochastic search and simulation optimization concepts and introduces a new class of optimal learning strategies Updated coverage of the exploration exploitation problem in ADP, now including a recently developed method for doing active learning in the presence of a physical state, using the concept of the knowledge gradient A new sequence of chapters describing statistical methods for approximating value functions, estimating the value of a fixed policy, and value function approximation while searching for optimal policies The presented coverage of ADP emphasizes models and algorithms, focusing on related applications and computation while also discussing the theoretical side of the topic that explores proofs of convergence and rate of convergence. A related website features an ongoing discussion of the evolving fields of approximation dynamic programming and reinforcement learning, along with additional readings, software, and datasets. Requiring only a basic understanding of statistics and probability, Approximate Dynamic Programming, Second Edition is an excellent book for industrial engineering and operations research courses at the upper-undergraduate and graduate levels. It also serves as a valuable reference for researchers and professionals who utilize dynamic programming, stochastic programming, and control theory to solve problems in their everyday work.

Download or read book Dissertation Abstracts International written by and published by . This book was released on 2003 with total page 784 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Approximate Dynamic Programming written by Warren B. Powell and published by John Wiley & Sons. This book was released on 2007-10-05 with total page 487 pages. Available in PDF, EPUB and Kindle. Book excerpt: A complete and accessible introduction to the real-world applications of approximate dynamic programming With the growing levels of sophistication in modern-day operations, it is vital for practitioners to understand how to approach, model, and solve complex industrial problems. Approximate Dynamic Programming is a result of the author's decades of experience working in large industrial settings to develop practical and high-quality solutions to problems that involve making decisions in the presence of uncertainty. This groundbreaking book uniquely integrates four distinct disciplines—Markov design processes, mathematical programming, simulation, and statistics—to demonstrate how to successfully model and solve a wide range of real-life problems using the techniques of approximate dynamic programming (ADP). The reader is introduced to the three curses of dimensionality that impact complex problems and is also shown how the post-decision state variable allows for the use of classical algorithmic strategies from operations research to treat complex stochastic optimization problems. Designed as an introduction and assuming no prior training in dynamic programming of any form, Approximate Dynamic Programming contains dozens of algorithms that are intended to serve as a starting point in the design of practical solutions for real problems. The book provides detailed coverage of implementation challenges including: modeling complex sequential decision processes under uncertainty, identifying robust policies, designing and estimating value function approximations, choosing effective stepsize rules, and resolving convergence issues. With a focus on modeling and algorithms in conjunction with the language of mainstream operations research, artificial intelligence, and control theory, Approximate Dynamic Programming: Models complex, high-dimensional problems in a natural and practical way, which draws on years of industrial projects Introduces and emphasizes the power of estimating a value function around the post-decision state, allowing solution algorithms to be broken down into three fundamental steps: classical simulation, classical optimization, and classical statistics Presents a thorough discussion of recursive estimation, including fundamental theory and a number of issues that arise in the development of practical algorithms Offers a variety of methods for approximating dynamic programs that have appeared in previous literature, but that have never been presented in the coherent format of a book Motivated by examples from modern-day operations research, Approximate Dynamic Programming is an accessible introduction to dynamic modeling and is also a valuable guide for the development of high-quality solutions to problems that exist in operations research and engineering. The clear and precise presentation of the material makes this an appropriate text for advanced undergraduate and beginning graduate courses, while also serving as a reference for researchers and practitioners. A companion Web site is available for readers, which includes additional exercises, solutions to exercises, and data sets to reinforce the book's main concepts.

Download or read book Iterative Algorithms for Multilayer Optimizing Control written by Mietek A. Brdys and published by Imperial College Press. This book was released on 2005 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: - Comprehensive collection of structural concepts in the field of hierarchical control - Methodologies for systematic synthesis of a multilayer structure of an optimizing control system - Optimizing control algorithms for the steady-state and dynamic processes and complete convergence analysis of the algorithms - Application of the theory of five case study examples of the industrial systems.

Download or read book Alternative Fuels and Advanced Vehicle Technologies for Improved Environmental Performance written by Richard Folkson and published by Elsevier. This book was released on 2014-03-19 with total page 803 pages. Available in PDF, EPUB and Kindle. Book excerpt: Most vehicles run on fossil fuels, and this presents a major emissions problem as demand for fuel continues to increase. Alternative Fuels and Advanced Vehicle Technologies gives an overview of key developments in advanced fuels and vehicle technologies to improve the energy efficiency and environmental impact of the automotive sector. Part I considers the role of alternative fuels such as electricity, alcohol, and hydrogen fuel cells, as well as advanced additives and oils, in environmentally sustainable transport. Part II explores methods of revising engine and vehicle design to improve environmental performance and fuel economy. It contains chapters on improvements in design, aerodynamics, combustion, and transmission. Finally, Part III outlines developments in electric and hybrid vehicle technologies, and provides an overview of the benefits and limitations of these vehicles in terms of their environmental impact, safety, cost, and design practicalities. Alternative Fuels and Advanced Vehicle Technologies is a standard reference for professionals, engineers, and researchers in the automotive sector, as well as vehicle manufacturers, fuel system developers, and academics with an interest in this field. - Provides a broad-ranging review of recent research into advanced fuels and vehicle technologies that will be instrumental in improving the energy efficiency and environmental impact of the automotive sector - Reviews the development of alternative fuels, more efficient engines, and powertrain technologies, as well as hybrid and electric vehicle technologies

Download or read book Applied Mechanics Reviews written by and published by . This book was released on 1985 with total page 1052 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Energy Optimization in Process Systems written by Stanislaw Sieniutycz and published by Elsevier. This book was released on 2009-05-06 with total page 771 pages. Available in PDF, EPUB and Kindle. Book excerpt: Despite the vast research on energy optimization and process integration, there has to date been no synthesis linking these together. This book fills the gap, presenting optimization and integration in energy and process engineering. The content is based on the current literature and includes novel approaches developed by the authors. Various thermal and chemical systems (heat and mass exchangers, thermal and water networks, energy converters, recovery units, solar collectors, and separators) are considered. Thermodynamics, kinetics and economics are used to formulate and solve problems with constraints on process rates, equipment size, environmental parameters, and costs. Comprehensive coverage of dynamic optimization of energy conversion systems and separation units is provided along with suitable computational algorithms for deterministic and stochastic optimization approaches based on: nonlinear programming, dynamic programming, variational calculus, Hamilton-Jacobi-Bellman theory, Pontryagin's maximum principles, and special methods of process integration. Integration of heat energy and process water within a total site is shown to be a significant factor reducing production costs, in particular costs of utilities for the chemical industry. This integration involves systematic design and optimization of heat exchangers and water networks (HEN and WN). After presenting basic, insight-based Pinch Technology, systematic, optimization-based sequential and simultaneous approaches to design HEN and WN are described. Special consideration is given to the HEN design problem targeting stage, in view of its importance at various levels of system design. Selected, advanced methods for HEN synthesis and retrofit are presented. For WN design a novel approach based on stochastic optimization is described that accounts for both grassroot and revamp design scenarios. - Presents a unique synthesis of energy optimization and process integration that applies scientific information from thermodynamics, kinetics, and systems theory - Discusses engineering applications including power generation, resource upgrading, radiation conversion and chemical transformation, in static and dynamic systems - Clarifies how to identify thermal and chemical constraints and incorporate them into optimization models and solutions

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1994 with total page 772 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Multipoint Methods for Solving Nonlinear Equations written by Miodrag Petkovic and published by Academic Press. This book was released on 2012-12-31 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the first on the topic and explains the most cutting-edge methods needed for precise calculations and explores the development of powerful algorithms to solve research problems. Multipoint methods have an extensive range of practical applications significant in research areas such as signal processing, analysis of convergence rate, fluid mechanics, solid state physics, and many others. The book takes an introductory approach in making qualitative comparisons of different multipoint methods from various viewpoints to help the reader understand applications of more complex methods. Evaluations are made to determine and predict efficiency and accuracy of presented models useful to wide a range of research areas along with many numerical examples for a deep understanding of the usefulness of each method. This book will make it possible for the researchers to tackle difficult problems and deepen their understanding of problem solving using numerical methods. Multipoint methods are of great practical importance, as they determine sequences of successive approximations for evaluative purposes. This is especially helpful in achieving the highest computational efficiency. The rapid development of digital computers and advanced computer arithmetic have provided a need for new methods useful to solving practical problems in a multitude of disciplines such as applied mathematics, computer science, engineering, physics, financial mathematics, and biology. - Provides a succinct way of implementing a wide range of useful and important numerical algorithms for solving research problems - Illustrates how numerical methods can be used to study problems which have applications in engineering and sciences, including signal processing, and control theory, and financial computation - Facilitates a deeper insight into the development of methods, numerical analysis of convergence rate, and very detailed analysis of computational efficiency - Provides a powerful means of learning by systematic experimentation with some of the many fascinating problems in science - Includes highly efficient algorithms convenient for the implementation into the most common computer algebra systems such as Mathematica, MatLab, and Maple

Download or read book American Doctoral Dissertations written by and published by . This book was released on 2000 with total page 816 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book FOCAPD 19 Proceedings of the 9th International Conference on Foundations of Computer Aided Process Design July 14 18 2019 written by Salvador Garcia Munoz and published by Elsevier. This book was released on 2019-07-09 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: FOCAPD-19/Proceedings of the 9th International Conference on Foundations of Computer-Aided Process Design, July 14 - 18, 2019, compiles the presentations given at the Ninth International Conference on Foundations of Computer-Aided Process Design, FOCAPD-2019. It highlights the meetings held at this event that brings together researchers, educators and practitioners to identify new challenges and opportunities for process and product design. - Combines presentations from the Ninth International Conference on Foundations of Computer-Aided Process Design, FOCAPD-2019

Download or read book Iterative Dynamic Programming written by Rein Luus and published by CRC Press. This book was released on 2019-09-17 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dynamic programming is a powerful method for solving optimization problems, but has a number of drawbacks that limit its use to solving problems of very low dimension. To overcome these limitations, author Rein Luus suggested using it in an iterative fashion. Although this method required vast computer resources, modifications to his original schem

Download or read book Publications of the National Institute of Standards and Technology Catalog written by National Institute of Standards and Technology (U.S.) and published by . This book was released on 1980 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Dynamic Economics written by Jerome Adda and published by MIT Press. This book was released on 2023-05-09 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: An integrated approach to the empirical application of dynamic optimization programming models, for students and researchers. This book is an effective, concise text for students and researchers that combines the tools of dynamic programming with numerical techniques and simulation-based econometric methods. Doing so, it bridges the traditional gap between theoretical and empirical research and offers an integrated framework for studying applied problems in macroeconomics and microeconomics. In part I the authors first review the formal theory of dynamic optimization; they then present the numerical tools and econometric techniques necessary to evaluate the theoretical models. In language accessible to a reader with a limited background in econometrics, they explain most of the methods used in applied dynamic research today, from the estimation of probability in a coin flip to a complicated nonlinear stochastic structural model. These econometric techniques provide the final link between the dynamic programming problem and data. Part II is devoted to the application of dynamic programming to specific areas of applied economics, including the study of business cycles, consumption, and investment behavior. In each instance the authors present the specific optimization problem as a dynamic programming problem, characterize the optimal policy functions, estimate the parameters, and use models for policy evaluation. The original contribution of Dynamic Economics: Quantitative Methods and Applications lies in the integrated approach to the empirical application of dynamic optimization programming models. This integration shows that empirical applications actually complement the underlying theory of optimization, while dynamic programming problems provide needed structure for estimation and policy evaluation.