Robust Adaptive Dynamic Programming

Praise for the First Edition «Finally, a book devoted to dynamic programming and written using the language of operations research (OR)! This beautiful book fills a gap in the libraries of OR specialists and practitioners.» —Computing Reviews This new edition showcases a focus on modeling and computation for complex classes of approximate dynamic programming problems Understanding approximate dynamic programming (ADP) is vital in order to develop practical and high-quality solutions to complex industrial problems, particularly when those problems involve making decisions in the presence of uncertainty. Approximate Dynamic Programming, Second Edition uniquely integrates four distinct disciplines—Markov decision processes, mathematical programming, simulation, and statistics—to demonstrate how to successfully approach, model, and solve a wide range of real-life problems using ADP. The book continues to bridge the gap between computer science, simulation, and operations research and now adopts the notation and vocabulary of reinforcement learning as well as stochastic search and simulation optimization. The author outlines the essential algorithms that serve as a starting point in the design of practical solutions for real problems. The three curses of dimensionality that impact complex problems are introduced and detailed coverage of implementation challenges is provided. The Second Edition also features: A new chapter describing four fundamental classes of policies for working with diverse stochastic optimization problems: myopic policies, look-ahead policies, policy function approximations, and policies based on value function approximations A new chapter on policy search that brings together stochastic search and simulation optimization concepts and introduces a new class of optimal learning strategies Updated coverage of the exploration exploitation problem in ADP, now including a recently developed method for doing active learning in the presence of a physical state, using the concept of the knowledge gradient A new sequence of chapters describing statistical methods for approximating value functions, estimating the value of a fixed policy, and value function approximation while searching for optimal policies The presented coverage of ADP emphasizes models and algorithms, focusing on related applications and computation while also discussing the theoretical side of the topic that explores proofs of convergence and rate of convergence. A related website features an ongoing discussion of the evolving fields of approximation dynamic programming and reinforcement learning, along with additional readings, software, and datasets. Requiring only a basic understanding of statistics and probability, Approximate Dynamic Programming, Second Edition is an excellent book for industrial engineering and operations research courses at the upper-undergraduate and graduate levels. It also serves as a valuable reference for researchers and professionals who utilize dynamic programming, stochastic programming, and control theory to solve problems in their everyday work.

Reinforcement learning (RL) and adaptive dynamic programming (ADP) has been one of the most critical research fields in science and engineering for modern complex systems. This book describes the latest RL and ADP techniques for decision and control in human engineered systems, covering both single player decision and control and multi-player games. Edited by the pioneers of RL and ADP research, the book brings together ideas and methods from many fields and provides an important and timely guidance on controlling a wide variety of systems, such as robots, industrial processes, and economic decision-making.

A treatise on investigating tracking control and synchronization control of fractional-order nonlinear systems with system uncertainties, external disturbance, and input saturation Robust Adaptive Control for Fractional-Order Systems, with Disturbance and Saturation provides the reader with a good understanding on how to achieve tracking control and synchronization control of fractional-order nonlinear systems with system uncertainties, external disturbance, and input saturation. Although some texts have touched upon control of fractional-order systems, the issues of input saturation and disturbances have rarely been considered together. This book offers chapter coverage of fractional calculus and fractional-order systems; fractional-order PID controller and fractional-order disturbance observer; design of fractional-order controllers for nonlinear chaotic systems and some applications; sliding mode control for fractional-order nonlinear systems based on disturbance observer; disturbance observer based neural control for an uncertain fractional-order rotational mechanical system; adaptive neural tracking control for uncertain fractional-order chaotic systems subject to input saturation and disturbance; stabilization control of continuous-time fractional positive systems based on disturbance observer; sliding mode synchronization control for fractional-order chaotic systems with disturbance; and more. Based on the approximation ability of the neural network (NN), the adaptive neural control schemes are reported for uncertain fractional-order nonlinear systems Covers the disturbance estimation techniques that have been developed to alleviate the restriction faced by traditional feedforward control and reject the effect of external disturbances for uncertain fractional-order nonlinear systems By combining the NN with the disturbance observer, the disturbance observer based adaptive neural control schemes have been studied for uncertain fractional-order nonlinear systems with unknown disturbances Considers, together, the issue of input saturation and the disturbance for the control of fractional-order nonlinear systems in the present of system uncertainty, external disturbance, and input saturation Robust Adaptive Control for Fractional-Order Systems, with Disturbance and Saturation can be used as a reference for the academic research on fractional-order nonlinear systems or used in Ph.D. study of control theory and engineering.

COMPREHENSIVE COVERAGE OF NONLINEAR PROGRAMMING THEORY AND ALGORITHMS, THOROUGHLY REVISED AND EXPANDED Nonlinear Programming: Theory and Algorithms—now in an extensively updated Third Edition—addresses the problem of optimizing an objective function in the presence of equality and inequality constraints. Many realistic problems cannot be adequately represented as a linear program owing to the nature of the nonlinearity of the objective function and/or the nonlinearity of any constraints. The Third Edition begins with a general introduction to nonlinear programming with illustrative examples and guidelines for model construction. Concentration on the three major parts of nonlinear programming is provided: Convex analysis with discussion of topological properties of convex sets, separation and support of convex sets, polyhedral sets, extreme points and extreme directions of polyhedral sets, and linear programming Optimality conditions and duality with coverage of the nature, interpretation, and value of the classical Fritz John (FJ) and the Karush-Kuhn-Tucker (KKT) optimality conditions; the interrelationships between various proposed constraint qualifications; and Lagrangian duality and saddle point optimality conditions Algorithms and their convergence, with a presentation of algorithms for solving both unconstrained and constrained nonlinear programming problems Important features of the Third Edition include: New topics such as second interior point methods, nonconvex optimization, nondifferentiable optimization, and more Updated discussion and new applications in each chapter Detailed numerical examples and graphical illustrations Essential coverage of modeling and formulating nonlinear programs Simple numerical problems Advanced theoretical exercises The book is a solid reference for professionals as well as a useful text for students in the fields of operations research, management science, industrial engineering, applied mathematics, and also in engineering disciplines that deal with analytical optimization techniques. The logical and self-contained format uniquely covers nonlinear programming techniques with a great depth of information and an abundance of valuable examples and illustrations that showcase the most current advances in nonlinear problems.

Programming for Linguists: Java (TM) Technology for Language Researchers is a practical introduction to programming using the Java Programming Language for linguists and related language professionals.

With forewords by Jan Bosch, Nokia and Antero Taivalsaari, Sun Microsystems. Learn how to programme the mobile devices of the future! The importance of mobile systems programming has emerged over the recent years as a new domain in software development. The design of software that runs in a mobile device requires that developers combine the rules applicable in embedded environment; memory-awareness, limited performance, security, and limited resources with features that are needed in workstation environment; modifiability, run-time extensions, and rapid application development. Programming Mobile Devices is a comprehensive, practical introduction to programming mobile systems. The book is a platform independent approach to programming mobile devices: it does not focus on specific technologies, and devices, instead it evaluates the component areas and issues that are common to all mobile software platforms. This text will enable the designer to programme mobile devices by mastering both hardware-aware and application-level software, as well as the main principles that guide their design. Programming Mobile Devices: Provides a complete and authoritative overview of programming mobile systems. Discusses the major issues surrounding mobile systems programming; such as understanding of embedded systems and workstation programming. Covers memory management, the concepts of applications, dynamically linked libraries, concurrency, handling local resources, networking and mobile devices as well as security features. Uses generic examples from JavaTM and Symbian OS to illustrate the principles of mobile device programming. Programming Mobile Devices is essential reading for graduate and advanced undergraduate students, academic and industrial researchers in the field as well as software developers, and programmers.

An accessible treatment of the modeling and solution of integer programming problems, featuring modern applications and software In order to fully comprehend the algorithms associated with integer programming, it is important to understand not only how algorithms work, but also why they work. Applied Integer Programming features a unique emphasis on this point, focusing on problem modeling and solution using commercial software. Taking an application-oriented approach, this book addresses the art and science of mathematical modeling related to the mixed integer programming (MIP) framework and discusses the algorithms and associated practices that enable those models to be solved most efficiently. The book begins with coverage of successful applications, systematic modeling procedures, typical model types, transformation of non-MIP models, combinatorial optimization problem models, and automatic preprocessing to obtain a better formulation. Subsequent chapters present algebraic and geometric basic concepts of linear programming theory and network flows needed for understanding integer programming. Finally, the book concludes with classical and modern solution approaches as well as the key components for building an integrated software system capable of solving large-scale integer programming and combinatorial optimization problems. Throughout the book, the authors demonstrate essential concepts through numerous examples and figures. Each new concept or algorithm is accompanied by a numerical example, and, where applicable, graphics are used to draw together diverse problems or approaches into a unified whole. In addition, features of solution approaches found in today's commercial software are identified throughout the book. Thoroughly classroom-tested, Applied Integer Programming is an excellent book for integer programming courses at the upper-undergraduate and graduate levels. It also serves as a well-organized reference for professionals, software developers, and analysts who work in the fields of applied mathematics, computer science, operations research, management science, and engineering and use integer-programming techniques to model and solve real-world optimization problems.

On its own, C# simplifies network programming. Combine it with the precise instruction found in C# Network Programming, and you'll find that building network applications is easier and quicker than ever. This book helps newcomers get started with a look at the basics of network programming as they relate to C#, including the language's network classes, the Winsock interface, and DNS resolution. Spend as much time here as you need, then dig into the core topics of the network layer. You'll learn to make sockets connections via TCP and «connectionless» connections via UDP. You'll also discover just how much help C# gives you with some of your toughest chores, such as asynchronous socket programming, multithreading, and multicasting. Network-layer techniques are just a means to an end, of course, and so this book keeps going, providing a series of detailed application-layer programming examples that show you how to work with real protocols and real network environments to build and implement a variety of applications. Use SNMP to manage network devices, SMTP to communicate with remote mail servers, and HTTP to Web-enable your applications. And use classes native to C# to query and modify Active Directory entries. Rounding it all out is plenty of advanced coverage to push your C# network programming skills to the limit. For example, you'll learn two ways to share application methods across the network: using Web services and remoting. You'll also master the security features intrinsic to C# and .NET–features that stand to benefit all of your programming projects.

This book is an introduction to the rudiments of Perl programming. It provides the general reader with an interest in language with the most usable and relevant aspects of Perl for writing programs that deal with language. Exposes the general reader with an interest in language to the most usable and relevant aspects of Perl for writing programs that deal with language. Contains simple examples and exercises that gradually introduce the reader to the essentials of good programming. Assumes no prior programming experience. Accompanied by exercises at the end of each chapter and offers all the code on the companion website: http://www.u.arizona.edu/~hammond