Simulation-based optimization: Parametric optimization techniques and reinforcement learning

zbMath1030.90147MaRDI QIDQ1869929

Abhijit Gosavi

Publication date: 1 May 2003

Published in: Operations Research/Computer Science Interfaces Series (Search for Journal in Brave)

zbMATH Keywords

dynamic control optimizationsimulation-optimization techniquesstatic parametric optimizationstochastic-optimization problems

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

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