Model Reference Adaptive Search
In Chap. 4, we consider a global optimization approach, called model reference adaptive search (MRAS), which provides a broad framework for updating a probability distribution over the solution space in a way that ensures convergence to an optimal solutio
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Hyeong Soo Chang r Jiaqiao Hu r Michael C. Fu Steven I. Marcus
Simulation-Based Algorithms for Markov Decision Processes Second Edition
r
Hyeong Soo Chang Dept. of Computer Science and Engineering Sogang University Seoul, South Korea
Michael C. Fu Smith School of Business University of Maryland College Park, MD, USA
Jiaqiao Hu Dept. Applied Mathematics & Statistics State University of New York Stony Brook, NY, USA
Steven I. Marcus Dept. Electrical & Computer Engineering University of Maryland College Park, MD, USA
ISSN 0178-5354 Communications and Control Engineering ISBN 978-1-4471-5021-3 ISBN 978-1-4471-5022-0 (eBook) DOI 10.1007/978-1-4471-5022-0 Springer London Heidelberg New York Dordrecht Library of Congress Control Number: 2013933558 © Springer-Verlag London 2007, 2013 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this book are believed to be true and accurate at the date of publication, neither the authors nor the editors nor the publisher can accept any legal responsibility for any errors or omissions that may be made. The publisher makes no warranty, express or implied, with respect to the material contained herein. Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)
To Jung Won and three little rascals, Won, Kyeong & Min, who changed my days into a whole world of wonders and joys – H.S. Chang To my family – J. Hu To my mother, for continuous support, and to Lara & David, for mixtures of joy & laughter – M.C. Fu To Shelley, Jeremy, and Tobin – S. Marcus
Preface to the 2nd Edition
Markov decision process (MDP) models are widely used for modeling seq
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