Approximate Iterative Algorithms (Hardback)
  • Approximate Iterative Algorithms (Hardback)

Approximate Iterative Algorithms (Hardback)

Hardback 372 Pages / Published: 18/02/2014
  • We can order this

Usually dispatched within 2 weeks

  • This item has been added to your basket

Iterative algorithms often rely on approximate evaluation techniques, which may include statistical estimation, computer simulation or functional approximation. This volume presents methods for the study of approximate iterative algorithms, providing tools for the derivation of error bounds and convergence rates, and for the optimal design of such algorithms. Techniques of functional analysis are used to derive analytical relationships between approximation methods and convergence properties for general classes of algorithms. This work provides the necessary background in functional analysis and probability theory. Extensive applications to Markov decision processes are presented.

This volume is intended for mathematicians, engineers and computer scientists, who work on learning processes in numerical analysis and are involved with optimization, optimal control, decision analysis and machine learning.

Publisher: Taylor & Francis Ltd
ISBN: 9780415621540
Number of pages: 372
Weight: 839 g
Dimensions: 248 x 171 x 33 mm


"This is an excellent book on dynamic programming and Markov decision processes. Dynamic programming, invented by the late Richard Bellman, has created a new field of optimality and approximation theory. The author has divided his book into three parts: I: Mathematical background with 8 chapters, II: General theory of approximate iterative algorithms with 3 chapters, and III: Application to Markov decision processes with 6 chapters. [...] The author has elaborated the theory in the application to online parameter estimation and exploration schedule."

Nirode C. Mohanty (Huntington Beach), Zentralblatt MATH 1297-1

"Many real-life processes and program optimization tasks require approximations for their analysis and execution, as well asbeing recursive and requiring multiple iterations to achieve workable approximations. This rather dense and mathematically beautiful text provides the nexcessary background for the construction and development of algorithms to handle such tasks. [...] Thorough and mathematically rigorous throughout, the book will be useful to both pure mathematicians and programmers working in diverse fields from error analysis to machine learning."

2014 Ringgold, Inc., Portland, OR, USA

You may also be interested in...

Introduction to Complex Analysis
Added to basket
Stochastic Differential Equations
Added to basket
The Calculus Lifesaver
Added to basket
Calculus Late Transcendentals
Added to basket
Proofs from THE BOOK
Added to basket
Advanced Calculus Demystified
Added to basket
Added to basket
Schaum's Outline of Calculus
Added to basket
Schaums Outline of Tensor Calculus
Added to basket
How to Think About Analysis
Added to basket
Added to basket
The Cartoon Guide to Calculus
Added to basket
Maths for Chemistry
Added to basket


Please sign in to write a review

Your review has been submitted successfully.