Optimal learning / Warren B. Powell, Operations Research and Financial Engineering, Princeton University, Ilya O. Ryzhov, Robert H. Smith School of Business, University of Maryland

Von:

Powell, Warren B, 1955- [aut]

Mitwirkende(r):

Ryzhov, Ilya Olegovich [oth]

Resource type: Ressourcentyp: Buch (Online)Buch (Online)Sprache: Englisch Reihen: Wiley series in probability and statisticsVerlag: Hoboken, New Jersey : Wiley, (c)2012Auflage: Online-AusgBeschreibung: Online-Ressource (1 online resource (xix, 384 pages)) : illustrationsISBN:

9781280592492
1280592494
9781118309827

Schlagwörter:

Andere physische Formen: 9786613622327 | 9780470596692 | 1280590653 | Erscheint auch als: Optimal learning. Druck-Ausgabe Hoboken, NJ : Wiley, 2012. XIX, 384 S.DDC-Klassifikation:

006.31
006.3/1 23
MAT029000

RVK: RVK: ST 300LOC-Klassifikation:

Q325.5

Online-Ressourcen:

Zugang im Netz des KIT

Zusammenfassung: Intro -- Optimal Learning -- CONTENTS -- Preface -- Acknowledgments -- 1 The Challenges of Learning -- 1.1 Learning the Best Path -- 1.2 Areas of Application -- 1.3 Major Problem Classes -- 1.4 The Different Types of Learning -- 1.5 Learning from Different Communities -- 1.6 Information Collection Using Decision Trees -- 1.6.1 A Basic Decision Tree -- 1.6.2 Decision Tree for Offline Learning -- 1.6.3 Decision Tree for Online Learning -- 1.6.4 Discussion -- 1.7 Website and Downloadable Software -- 1.8 Goals of this Book -- Problems -- 2 Adaptive Learning -- 2.1 The Frequentist View -- 2.2 The Bayesian View -- 2.2.1 The Updating Equations for Independent Beliefs -- 2.2.2 The Expected Value of Information -- 2.2.3 Updating for Correlated Normal Priors -- 2.2.4 Bayesian Updating with an Uninformative Prior -- 2.3 Updating for Non-Gaussian Priors -- 2.3.1 The Gamma-Exponential Model -- 2.3.2 The Gamma-Poisson Model -- 2.3.3 The Pareto-Uniform Model -- 2.3.4 Models for Learning Probabilities* -- 2.3.5 Learning an Unknown Variance* -- 2.4 Monte Carlo Simulation -- 2.5 Why Does It Work?* -- 2.5.1 Derivation of σ -- 2.5.2 Derivation of Bayesian Updating Equations for Independent Beliefs -- 2.6 Bibliographic Notes -- Problems -- 3 The Economics of Information -- 3.1 An Elementary Information Problem -- 3.2 The Marginal Value of Information -- 3.3 An information Acquisition Problem -- 3.4 Bibliographic Notes -- Problems -- 4 Ranking and Selection -- 4.1 The Model -- 4.2 Measurement Policies -- 4.2.1 Deterministic Versus Sequential Policies -- 4.2.2 Optimal Sequential Policies -- 4.2.3 Heuristic Policies -- 4.3 Evaluating Policies -- 4.4 More Advanced Topics* -- 4.4.1 An Alternative Representation of the Probability Space -- 4.4.2 Equivalence of Using True Means and Sample Estimates -- 4.5 Bibliographic Notes -- Problems -- 5 The Knowledge Gradient.PPN: PPN: 807356425Package identifier: Produktsigel: ZDB-26-MYL | ZDB-30-PAD | ZDB-30-PQE

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