Download or read book Multi armed Bandit Allocation Indices written by John Gittins and published by John Wiley & Sons. This book was released on 2011-02-18 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1989 the first edition of this book set out Gittins' pioneering index solution to the multi-armed bandit problem and his subsequent investigation of a wide of sequential resource allocation and stochastic scheduling problems. Since then there has been a remarkable flowering of new insights, generalizations and applications, to which Glazebrook and Weber have made major contributions. This second edition brings the story up to date. There are new chapters on the achievable region approach to stochastic optimization problems, the construction of performance bounds for suboptimal policies, Whittle's restless bandits, and the use of Lagrangian relaxation in the construction and evaluation of index policies. Some of the many varied proofs of the index theorem are discussed along with the insights that they provide. Many contemporary applications are surveyed, and over 150 new references are included. Over the past 40 years the Gittins index has helped theoreticians and practitioners to address a huge variety of problems within chemometrics, economics, engineering, numerical analysis, operational research, probability, statistics and website design. This new edition will be an important resource for others wishing to use this approach.
Download or read book Encyclopedia of Optimization written by Christodoulos A. Floudas and published by Springer Science & Business Media. This book was released on 2008-09-04 with total page 4646 pages. Available in PDF, EPUB and Kindle. Book excerpt: The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".
Download or read book Optimal Stochastic Scheduling written by Xiaoqiang Cai and published by Springer Science & Business Media. This book was released on 2014-03-20 with total page 422 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many interesting and important results on stochastic scheduling problems have been developed in recent years, with the aid of probability theory. This book provides a comprehensive and unified coverage of studies in stochastic scheduling. The objective is two-fold: (i) to summarize the elementary models and results in stochastic scheduling, so as to offer an entry-level reading material for students to learn and understand the fundamentals of this area and (ii) to include in details the latest developments and research topics on stochastic scheduling, so as to provide a useful reference for researchers and practitioners in this area. Optimal Stochastic Scheduling is organized into two parts: Chapters 1-4 cover fundamental models and results, whereas Chapters 5-10 elaborate on more advanced topics. More specifically, Chapter 1 provides the relevant basic theory of probability and then introduces the basic concepts and notation of stochastic scheduling. In Chapters 2 and 3, the authors review well-established models and scheduling policies, under regular and irregular performance measures, respectively. Chapter 4 describes models with stochastic machine breakdowns. Chapters 5 and 6 introduce, respectively, the optimal stopping problems and the multi-armed bandit processes, which are necessary for studies of more advanced subjects in subsequent chapters. Chapter 7 is focused on optimal dynamic policies, which allow adjustments of policies based on up-to-date information. Chapter 8 describes stochastic scheduling with incomplete information in the sense that the probability distributions of random variables contain unknown parameters, which can however be estimated progressively according to updated information. Chapter 9 is devoted to the situation where the processing time of a job depends on the time when it is started. Lastly, in Chapter 10 the authors look at several recent models beyond those surveyed in the previous chapters.
Download or read book Introduction to Multi Armed Bandits written by Aleksandrs Slivkins and published by . This book was released on 2019-10-31 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multi-armed bandits is a rich, multi-disciplinary area that has been studied since 1933, with a surge of activity in the past 10-15 years. This is the first book to provide a textbook like treatment of the subject.
Download or read book Foundations and Applications of Sensor Management written by Alfred Olivier Hero and published by Springer Science & Business Media. This book was released on 2007-10-23 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers control theory signal processing and relevant applications in a unified manner. It introduces the area, takes stock of advances, and describes open problems and challenges in order to advance the field. The editors and contributors to this book are pioneers in the area of active sensing and sensor management, and represent the diverse communities that are targeted.
Download or read book Bandit Algorithms written by Tor Lattimore and published by Cambridge University Press. This book was released on 2020-07-16 with total page 537 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and rigorous introduction for graduate students and researchers, with applications in sequential decision-making problems.
Download or read book Deterministic and Stochastic Scheduling written by M.A. Dempster and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of an Advanced Study and Re search Institute on Theoretical Approaches to Scheduling Problems. The Institute was held in Durham, England, from July 6 to July 17, 1981. It was attended by 91 participants from fifteen different countries. The format of the Institute was somewhat unusual. The first eight of the ten available days were devoted to an Advanced Study Insti tute, with lectures on the state of the art with respect to deter ministic and stochastic scheduling models and on the interface between these two approaches. The last two days were occupied by an Advanced Research Institute, where recent results and promising directions for future research, especially in the interface area, were discussed. Altogether, 37 lectures were delivered by 24 lecturers. They have all contributed to these proceedings, the first part of which deals with the Advanced Study Institute and the second part of which covers the Advanced Research Institute. Each part is preceded by an introduction, written by the editors. While confessing to a natural bias as organizers, we believe that the Institute has been a rewarding and enjoyable event for everyone concerned. We are very grateful to all those who have contributed to its realization.
Download or read book Multi Armed Bandits written by Qing Zhao and published by Springer Nature. This book was released on 2022-05-31 with total page 147 pages. Available in PDF, EPUB and Kindle. Book excerpt: Multi-armed bandit problems pertain to optimal sequential decision making and learning in unknown environments. Since the first bandit problem posed by Thompson in 1933 for the application of clinical trials, bandit problems have enjoyed lasting attention from multiple research communities and have found a wide range of applications across diverse domains. This book covers classic results and recent development on both Bayesian and frequentist bandit problems. We start in Chapter 1 with a brief overview on the history of bandit problems, contrasting the two schools—Bayesian and frequentist—of approaches and highlighting foundational results and key applications. Chapters 2 and 4 cover, respectively, the canonical Bayesian and frequentist bandit models. In Chapters 3 and 5, we discuss major variants of the canonical bandit models that lead to new directions, bring in new techniques, and broaden the applications of this classical problem. In Chapter 6, we present several representative application examples in communication networks and social-economic systems, aiming to illuminate the connections between the Bayesian and the frequentist formulations of bandit problems and how structural results pertaining to one may be leveraged to obtain solutions under the other.
Download or read book Reinforcement Learning and Stochastic Optimization written by Warren B. Powell and published by John Wiley & Sons. This book was released on 2022-03-15 with total page 1090 pages. Available in PDF, EPUB and Kindle. Book excerpt: REINFORCEMENT LEARNING AND STOCHASTIC OPTIMIZATION Clearing the jungle of stochastic optimization Sequential decision problems, which consist of “decision, information, decision, information,” are ubiquitous, spanning virtually every human activity ranging from business applications, health (personal and public health, and medical decision making), energy, the sciences, all fields of engineering, finance, and e-commerce. The diversity of applications attracted the attention of at least 15 distinct fields of research, using eight distinct notational systems which produced a vast array of analytical tools. A byproduct is that powerful tools developed in one community may be unknown to other communities. Reinforcement Learning and Stochastic Optimization offers a single canonical framework that can model any sequential decision problem using five core components: state variables, decision variables, exogenous information variables, transition function, and objective function. This book highlights twelve types of uncertainty that might enter any model and pulls together the diverse set of methods for making decisions, known as policies, into four fundamental classes that span every method suggested in the academic literature or used in practice. Reinforcement Learning and Stochastic Optimization is the first book to provide a balanced treatment of the different methods for modeling and solving sequential decision problems, following the style used by most books on machine learning, optimization, and simulation. The presentation is designed for readers with a course in probability and statistics, and an interest in modeling and applications. Linear programming is occasionally used for specific problem classes. The book is designed for readers who are new to the field, as well as those with some background in optimization under uncertainty. Throughout this book, readers will find references to over 100 different applications, spanning pure learning problems, dynamic resource allocation problems, general state-dependent problems, and hybrid learning/resource allocation problems such as those that arose in the COVID pandemic. There are 370 exercises, organized into seven groups, ranging from review questions, modeling, computation, problem solving, theory, programming exercises and a “diary problem” that a reader chooses at the beginning of the book, and which is used as a basis for questions throughout the rest of the book.
Download or read book Approximation and Online Algorithms written by Roberto Solis-Oba and published by Springer Science & Business Media. This book was released on 2012-03-30 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the thoroughly refereed post-proceedings of the 9th International Workshop on Approximation and Online Algorithms, WAOA 2011, held in Saarbrücken, Germany, in September 2011. The 21 papers presented were carefully reviewed and selected from 48 submissions. The volume also contains an extended abstract of the invited talk of Prof. Klaus Jansen. The Workshop on Approximation and Online Algorithms focuses on the design and analysis of algorithms for online and computationally hard problems. Both kinds of problems have a large number of applications in a wide variety of fields. Topics of interest for WAOA 2011 were: algorithmic game theory, approximation classes, coloring and partitioning, competitive analysis, computational finance, cuts and connectivity, geometric problems, inapproximability results, mechanism design, network design, packing and covering, paradigms for design and analysis of approximation and online algorithms, parameterized complexity, randomization techniques and scheduling problems.
Download or read book Partially Observed Markov Decision Processes written by Vikram Krishnamurthy and published by Cambridge University Press. This book was released on 2016-03-21 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers formulation, algorithms, and structural results of partially observed Markov decision processes, whilst linking theory to real-world applications in controlled sensing. Computations are kept to a minimum, enabling students and researchers in engineering, operations research, and economics to understand the methods and determine the structure of their optimal solution.
Download or read book Restless Multi Armed Bandit in Opportunistic Scheduling written by Kehao Wang and published by Springer Nature. This book was released on 2021-05-19 with total page 151 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides foundations for the understanding and design of computation-efficient algorithms and protocols for those interactions with environment, i.e., wireless communication systems. The book provides a systematic treatment of the theoretical foundation and algorithmic tools necessarily in the design of computation-efficient algorithms and protocols in stochastic scheduling. The problems addressed in the book are of both fundamental and practical importance. Target readers of the book are researchers and advanced-level engineering students interested in acquiring in-depth knowledge on the topic and on stochastic scheduling and their applications, both from theoretical and engineering perspective.
Download or read book Handbook of Markov Decision Processes written by Eugene A. Feinberg and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 560 pages. Available in PDF, EPUB and Kindle. Book excerpt: Eugene A. Feinberg Adam Shwartz This volume deals with the theory of Markov Decision Processes (MDPs) and their applications. Each chapter was written by a leading expert in the re spective area. The papers cover major research areas and methodologies, and discuss open questions and future research directions. The papers can be read independently, with the basic notation and concepts ofSection 1.2. Most chap ters should be accessible by graduate or advanced undergraduate students in fields of operations research, electrical engineering, and computer science. 1.1 AN OVERVIEW OF MARKOV DECISION PROCESSES The theory of Markov Decision Processes-also known under several other names including sequential stochastic optimization, discrete-time stochastic control, and stochastic dynamic programming-studiessequential optimization ofdiscrete time stochastic systems. The basic object is a discrete-time stochas tic system whose transition mechanism can be controlled over time. Each control policy defines the stochastic process and values of objective functions associated with this process. The goal is to select a "good" control policy. In real life, decisions that humans and computers make on all levels usually have two types ofimpacts: (i) they cost orsavetime, money, or other resources, or they bring revenues, as well as (ii) they have an impact on the future, by influencing the dynamics. In many situations, decisions with the largest immediate profit may not be good in view offuture events. MDPs model this paradigm and provide results on the structure and existence of good policies and on methods for their calculation.
Download or read book Stochastic Scheduling of Parallel Processors written by Soon-Ju Ko and published by . This book was released on 1985 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Regret Analysis of Stochastic and Nonstochastic Multi armed Bandit Problems written by Sébastien Bubeck and published by Now Pub. This book was released on 2012 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this monograph, the focus is on two extreme cases in which the analysis of regret is particularly simple and elegant: independent and identically distributed payoffs and adversarial payoffs. Besides the basic setting of finitely many actions, it analyzes some of the most important variants and extensions, such as the contextual bandit model.
Download or read book Methods and Applications of Statistics in Clinical Trials Volume 2 written by Narayanaswamy Balakrishnan and published by John Wiley & Sons. This book was released on 2014-06-16 with total page 953 pages. Available in PDF, EPUB and Kindle. Book excerpt: Methods and Applications of Statistics in Clinical Trials, Volume 2: Planning, Analysis, and Inferential Methods includes updates of established literature from the Wiley Encyclopedia of Clinical Trials as well as original material based on the latest developments in clinical trials. Prepared by a leading expert, the second volume includes numerous contributions from current prominent experts in the field of medical research. In addition, the volume features: • Multiple new articles exploring emerging topics, such as evaluation methods with threshold, empirical likelihood methods, nonparametric ROC analysis, over- and under-dispersed models, and multi-armed bandit problems • Up-to-date research on the Cox proportional hazard model, frailty models, trial reports, intrarater reliability, conditional power, and the kappa index • Key qualitative issues including cost-effectiveness analysis, publication bias, and regulatory issues, which are crucial to the planning and data management of clinical trials
Download or read book Performance Evaluation of Complex Systems Techniques and Tools written by Maria Carla Calzarossa and published by Springer. This book was released on 2003-08-02 with total page 509 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the tutorial lectures given by leading experts in the area at the IFIP WG 7.3 International Symposium on Computer Modeling, Measurement and Evaluation, Performance 2002, held in Rome, Italy in September 2002.The survey papers presented are devoted to theoretical and methodological advances in performance and reliability evaluation as well as new perspectives in the major application fields. Modeling and verification issues, solution methods, workload characterization, and benchmarking are addressed from the methodological point of view. Among the applications dealt with are hardware and software architectures, wired and wireless networks, grid environments, Web services, and real-time voice and video processing.This book is intended to serve as a state-of-the-art survey and reference for students, scientists, and engineers active in the area of performance and reliability evaluation.
