Optimal Learning

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9780470596692: Optimal Learning

Learn the science of collecting information to make effective decisions

Everyday decisions are made without the benefit of accurate information. Optimal Learning develops the needed principles for gathering information to make decisions, especially when collecting information is time-consuming and expensive. Designed for readers with an elementary background in probability and statistics, the book presents effective and practical policies illustrated in a wide range of applications, from energy, homeland security, and transportation to engineering, health, and business.

This book covers the fundamental dimensions of a learning problem and presents a simple method for testing and comparing policies for learning. Special attention is given to the knowledge gradient policy and its use with a wide range of belief models, including lookup table and parametric and for online and offline problems. Three sections develop ideas with increasing levels of sophistication:

  • Fundamentals explores fundamental topics, including adaptive learning, ranking and selection, the knowledge gradient, and bandit problems
  • Extensions and Applications features coverage of linear belief models, subset selection models, scalar function optimization, optimal bidding, and stopping problems
  • Advanced Topics explores complex methods including simulation optimization, active learning in mathematical programming, and optimal continuous measurements

Each chapter identifies a specific learning problem, presents the related, practical algorithms for implementation, and concludes with numerous exercises. A related website features additional applications and downloadable software, including MATLAB and the Optimal Learning Calculator, a spreadsheet-based package that provides an introduc­tion to learning and a variety of policies for learning.

"Sinopsis" puede pertenecer a otra edición de este libro.

About the Author:

WARREN B. POWELL, PhD, is Professor of Operations Research and Financial Engineering at Princeton University, where he is founder and Director of CASTLE Laboratory, a research unit that works with industrial partners to test new ideas found in operations research. The recipient of the 2004 INFORMS Fellow Award, Dr. Powell is the author of Approximate Dynamic Programming: Solving the Curses of Dimensionality, Second Edition (Wiley).

ILYA O. RYZHOV, PhD, is Assistant Professor in the Department of Decision, Operations, and Information Technologies at the Robert H. Smith School of Business at the University of Maryland. He has made fundamental contributions to bridge the fields of ranking and selection with multiarmed bandits and optimal learning with mathematical programming.

Review:

“He concludes, "This book collects a number of interesting ideas in optimal learning, allows for connections to be made across disciplines, and is a welcome addition to my bookshelf.”  (Informs Journal on Computing, 1 October 2012)

 

"Sobre este título" puede pertenecer a otra edición de este libro.

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Warren B. Powell (Princeton University ); Ilya O. Ryzhov (University of Maryland )
Editorial: John Wiley and Sons
ISBN 10: 0470596694 ISBN 13: 9780470596692
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Powell, Warren B.
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Warren B. Powell, Ilya O. Ryzhov
Editorial: John Wiley and Sons Ltd, United States (2012)
ISBN 10: 0470596694 ISBN 13: 9780470596692
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Descripción John Wiley and Sons Ltd, United States, 2012. Hardback. Estado de conservación: New. 1. Auflage. Language: English . Brand New Book. Learn the science of collecting information to make effective decisions Everyday decisions are made without the benefit of accurate information. Optimal Learning develops the needed principles for gathering information to make decisions, especially when collecting information is time-consuming and expensive. Designed for readers with an elementary background in probability and statistics, the book presents effective and practical policies illustrated in a wide range of applications, from energy, homeland security, and transportation to engineering, health, and business. This book covers the fundamental dimensions of a learning problem and presents a simple method for testing and comparing policies for learning. Special attention is given to the knowledge gradient policy and its use with a wide range of belief models, including lookup table and parametric and for online and offline problems. Three sections develop ideas with increasing levels of sophistication: *Fundamentals explores fundamental topics, including adaptive learning, ranking and selection, the knowledge gradient, and bandit problems *Extensions and Applications features coverage of linear belief models, subset selection models, scalar function optimization, optimal bidding, and stopping problems *Advanced Topics explores complex methods including simulation optimization, active learning in mathematical programming, and optimal continuous measurements Each chapter identifies a specific learning problem, presents the related, practical algorithms for implementation, and concludes with numerous exercises. A related website features additional applications and downloadable software, including MATLAB and the Optimal Learning Calculator, a spreadsheet-based package that provides an introduc-tion to learning and a variety of policies for learning. Nº de ref. de la librería AAH9780470596692

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Warren B. Powell, Ilya O. Ryzhov
Editorial: John Wiley and Sons Ltd, United States (2012)
ISBN 10: 0470596694 ISBN 13: 9780470596692
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Descripción John Wiley and Sons Ltd, United States, 2012. Hardback. Estado de conservación: New. 1. Auflage. Language: English . Brand New Book. Learn the science of collecting information to make effective decisions Everyday decisions are made without the benefit of accurate information. Optimal Learning develops the needed principles for gathering information to make decisions, especially when collecting information is time-consuming and expensive. Designed for readers with an elementary background in probability and statistics, the book presents effective and practical policies illustrated in a wide range of applications, from energy, homeland security, and transportation to engineering, health, and business. This book covers the fundamental dimensions of a learning problem and presents a simple method for testing and comparing policies for learning. Special attention is given to the knowledge gradient policy and its use with a wide range of belief models, including lookup table and parametric and for online and offline problems. Three sections develop ideas with increasing levels of sophistication: *Fundamentals explores fundamental topics, including adaptive learning, ranking and selection, the knowledge gradient, and bandit problems *Extensions and Applications features coverage of linear belief models, subset selection models, scalar function optimization, optimal bidding, and stopping problems *Advanced Topics explores complex methods including simulation optimization, active learning in mathematical programming, and optimal continuous measurements Each chapter identifies a specific learning problem, presents the related, practical algorithms for implementation, and concludes with numerous exercises. A related website features additional applications and downloadable software, including MATLAB and the Optimal Learning Calculator, a spreadsheet-based package that provides an introduc-tion to learning and a variety of policies for learning. Nº de ref. de la librería AAH9780470596692

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Powell, Warren B.
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ISBN 10: 0470596694 ISBN 13: 9780470596692
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Descripción Wileyand#8211;Blackwell, 2012. HRD. Estado de conservación: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. de la librería IP-9780470596692

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ISBN 10: 0470596694 ISBN 13: 9780470596692
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Descripción Wiley 2012-03-27, Oxford, 2012. hardback. Estado de conservación: New. Nº de ref. de la librería 9780470596692

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Powell, Warren B.
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ISBN 10: 0470596694 ISBN 13: 9780470596692
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Descripción Wileyand#8211;Blackwell, 2012. HRD. Estado de conservación: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Nº de ref. de la librería IP-9780470596692

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Descripción Wiley-Blackwell. Hardcover. Estado de conservación: New. New copy - Usually dispatched within 2 working days. Nº de ref. de la librería B9780470596692

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Warren B. Powell, Ilya O. Ryzhov
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ISBN 10: 0470596694 ISBN 13: 9780470596692
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Descripción John Wiley and Sons Ltd, United States, 2012. Hardback. Estado de conservación: New. 1. Auflage. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. Learn the science of collecting information to make effective decisions Everyday decisions are made without the benefit of accurate information. Optimal Learning develops the needed principles for gathering information to make decisions, especially when collecting information is time-consuming and expensive. Designed for readers with an elementary background in probability and statistics, the book presents effective and practical policies illustrated in a wide range of applications, from energy, homeland security, and transportation to engineering, health, and business. This book covers the fundamental dimensions of a learning problem and presents a simple method for testing and comparing policies for learning. Special attention is given to the knowledge gradient policy and its use with a wide range of belief models, including lookup table and parametric and for online and offline problems. Three sections develop ideas with increasing levels of sophistication: *Fundamentals explores fundamental topics, including adaptive learning, ranking and selection, the knowledge gradient, and bandit problems *Extensions and Applications features coverage of linear belief models, subset selection models, scalar function optimization, optimal bidding, and stopping problems *Advanced Topics explores complex methods including simulation optimization, active learning in mathematical programming, and optimal continuous measurements Each chapter identifies a specific learning problem, presents the related, practical algorithms for implementation, and concludes with numerous exercises. A related website features additional applications and downloadable software, including MATLAB and the Optimal Learning Calculator, a spreadsheet-based package that provides an introduc-tion to learning and a variety of policies for learning. Nº de ref. de la librería BZV9780470596692

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Powell, Warren B.
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Descripción Wiley, 2017. Hardcover. Estado de conservación: New. Never used! This item is printed on demand. Nº de ref. de la librería 0470596694

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