John Tsitsiklis's Books

Introduction to Probability

By: Dimitri Bertsekas,John N. Tsitsiklis

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Introduction to Probability

By: Dimitri Bertsekas,John N. Tsitsiklis

An intuitive, yet precise introduction to probability theory, stochastic processes, statistical inference, and probabilistic models used in science, engineering, economics, and related fields. This is the currently used textbook for an introductory probability course at the Massachusetts Institute of Technology, attended by a large number of undergraduate and graduate students, and for a leading online class on the subject. The book covers the fundamentals of probability theory (probabilistic models, discrete and continuous random variables, multiple random variables, and limit theorems), which are typically part of a first course on the subject. It also contains a number of more advanced topics, including transforms, sums of random variables, a fairly detailed introduction to Bernoulli, Poisson, and Markov processes, Bayesian inference, and an introduction to classical statistics. The book strikes a balance between simplicity in exposition and sophistication in analytical reasoning. Some of the more mathematically rigorous analysis is explained intuitively in the main text, and then developed in detail (at the level of advanced calculus) in the numerous solved theoretical problems.

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544

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Athena Scientific

Published Date

ISBN 10

188652923X

ISBN 13

9781886529236

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By: Dimitri P. Bertsekas,John N. Tsitsiklis

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By: Dimitri P. Bertsekas,John N. Tsitsiklis

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Athena Scientific

Published Date

ISBN 10

1886529108

ISBN 13

9781886529106

Linear Programming and Network Flows

By: Mokhtar S. Bazaraa,John J. Jarvis,Hanif D. Sherali

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Linear Programming and Network Flows

By: Mokhtar S. Bazaraa,John J. Jarvis,Hanif D. Sherali

The authoritative guide to modeling and solving complex problems with linear programming—extensively revised, expanded, and updated The only book to treat both linear programming techniques and network flows under one cover, Linear Programming and Network Flows, Fourth Edition has been completely updated with the latest developments on the topic. This new edition continues to successfully emphasize modeling concepts, the design and analysis of algorithms, and implementation strategies for problems in a variety of fields, including industrial engineering, management science, operations research, computer science, and mathematics. The book begins with basic results on linear algebra and convex analysis, and a geometrically motivated study of the structure of polyhedral sets is provided. Subsequent chapters include coverage of cycling in the simplex method, interior point methods, and sensitivity and parametric analysis. Newly added topics in the Fourth Edition include: The cycling phenomenon in linear programming and the geometry of cycling Duality relationships with cycling Elaboration on stable factorizations and implementation strategies Stabilized column generation and acceleration of Benders and Dantzig-Wolfe decomposition methods Line search and dual ascent ideas for the out-of-kilter algorithm Heap implementation comments, negative cost circuit insights, and additional convergence analyses for shortest path problems The authors present concepts and techniques that are illustrated by numerical examples along with insights complete with detailed mathematical analysis and justification. An emphasis is placed on providing geometric viewpoints and economic interpretations as well as strengthening the understanding of the fundamental ideas. Each chapter is accompanied by Notes and References sections that provide historical developments in addition to current and future trends. Updated exercises allow readers to test their comprehension of the presented material, and extensive references provide resources for further study. Linear Programming and Network Flows, Fourth Edition is an excellent book for linear programming and network flow courses at the upper-undergraduate and graduate levels. It is also a valuable resource for applied scientists who would like to refresh their understanding of linear programming and network flow techniques.

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Page Count

595

Publisher

John Wiley & Sons

Published Date

ISBN 10

1118211324

ISBN 13

9781118211328

Multi-armed Bandit Allocation Indices

By: John Gittins,Kevin Glazebrook,Richard Weber

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Multi-armed Bandit Allocation Indices

By: John Gittins,Kevin Glazebrook,Richard Weber

In 1989 the first edition of this book set out Gittins' pioneering index solution to the multi-armed bandit problem and his subsequent investigation of a wide of sequential resource allocation and stochastic scheduling problems. Since then there has been a remarkable flowering of new insights, generalizations and applications, to which Glazebrook and Weber have made major contributions. This second edition brings the story up to date. There are new chapters on the achievable region approach to stochastic optimization problems, the construction of performance bounds for suboptimal policies, Whittle's restless bandits, and the use of Lagrangian relaxation in the construction and evaluation of index policies. Some of the many varied proofs of the index theorem are discussed along with the insights that they provide. Many contemporary applications are surveyed, and over 150 new references are included. Over the past 40 years the Gittins index has helped theoreticians and practitioners to address a huge variety of problems within chemometrics, economics, engineering, numerical analysis, operational research, probability, statistics and website design. This new edition will be an important resource for others wishing to use this approach.

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233

Publisher

John Wiley & Sons

Published Date

ISBN 10

1119990211

ISBN 13

9781119990215

Software Agents for Future Communication Systems

By: Alex L. G. Hayzelden,John Bigham

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Software Agents for Future Communication Systems

By: Alex L. G. Hayzelden,John Bigham

Agent technology has recently become one of the most vibrant and fastest growing areas in information technology. And advanced digital communicatiion is a central enabling technology for the coming information society. So software agents and their exploitation for future communication systems are attracting particular attention from the research and development community as well as from economic and user communities interested in everyday private and professional digital communication applications. This monograph-like anthology is the first systematic introduction to software agents and future communication systems. Fifteen coherently written chapters by leading software agent researchers provide complementary coverage of the relevant issues. Multi-agent systems and mobile agent approaches are presented in a well-balanced way and applied to most important topics in future communication systems. In addition, the volume editors have provided a detailed introductory survey chapters.

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408

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3540655786

ISBN 13

9783540655787

sgfrgds

By: Dimitri P. Bertsekas,John N. Tsitsiklis

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By: Dimitri P. Bertsekas,John N. Tsitsiklis

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Athena Scientific

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ISBN 10

1886529108

ISBN 13

9781886529106

Learning Theory

17th Annual Conference on Learning Theory, COLT 2004, Banff, Canada, July 1-4, 2004, Proceedings

By: John Shawe-Taylor

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Learning Theory

17th Annual Conference on Learning Theory, COLT 2004, Banff, Canada, July 1-4, 2004, Proceedings

By: John Shawe-Taylor

This book constitutes the refereed proceedings of the 17th Annual Conference on Learning Theory, COLT 2004, held in Banff, Canada in July 2004. The 46 revised full papers presented were carefully reviewed and selected from a total of 113 submissions. The papers are organized in topical sections on economics and game theory, online learning, inductive inference, probabilistic models, Boolean function learning, empirical processes, MDL, generalisation, clustering and distributed learning, boosting, kernels and probabilities, kernels and kernel matrices, and open problems.

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657

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Springer Science & Business Media

Published Date

ISBN 10

3540222820

ISBN 13

9783540222828

Probability, Random Variables, and Random Processes

Theory and Signal Processing Applications

By: John J. Shynk

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Probability, Random Variables, and Random Processes

Theory and Signal Processing Applications

By: John J. Shynk

Probability, Random Variables, and Random Processes is a comprehensive textbook on probability theory for engineers that provides a more rigorous mathematical framework than is usually encountered in undergraduate courses. It is intended for first-year graduate students who have some familiarity with probability and random variables, though not necessarily of random processes and systems that operate on random signals. It is also appropriate for advanced undergraduate students who have a strong mathematical background. The book has the following features: Several appendices include related material on integration, important inequalities and identities, frequency-domain transforms, and linear algebra. These topics have been included so that the book is relatively self-contained. One appendix contains an extensive summary of 33 random variables and their properties such as moments, characteristic functions, and entropy. Unlike most books on probability, numerous figures have been included to clarify and expand upon important points. Over 600 illustrations and MATLAB plots have been designed to reinforce the material and illustrate the various characterizations and properties of random quantities. Sufficient statistics are covered in detail, as is their connection to parameter estimation techniques. These include classical Bayesian estimation and several optimality criteria: mean-square error, mean-absolute error, maximum likelihood, method of moments, and least squares. The last four chapters provide an introduction to several topics usually studied in subsequent engineering courses: communication systems and information theory; optimal filtering (Wiener and Kalman); adaptive filtering (FIR and IIR); and antenna beamforming, channel equalization, and direction finding. This material is available electronically at the companion website. Probability, Random Variables, and Random Processes is the only textbook on probability for engineers that includes relevant background material, provides extensive summaries of key results, and extends various statistical techniques to a range of applications in signal processing.

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850

Publisher

John Wiley & Sons

Published Date

ISBN 10

1118393953

ISBN 13

9781118393956

Economic Networks

Theory and Computation

By: Thomas J. Sargent,John Stachurski

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Economic Networks

Theory and Computation

By: Thomas J. Sargent,John Stachurski

It has become increasingly clear that economies can fruitfully be viewed as networks, consisting of millions of nodes (households, firms, banks, etc.) connected by business, social, and legal relationships. These relationships shape many outcomes that economists often measure. Over the past few years, research on production networks has flourished, as economists try to understand supply-side dynamics, default cascades, aggregate fluctuations, and many other phenomena. Economic Networks provides a brisk introduction to network analysis that is self-contained, rigorous, and illustrated with many figures, diagrams and listings with computer code. Network methods are put to work analyzing production networks, financial networks, and other related topics (including optimal transport, another highly active research field). Visualizations using recent data bring key ideas to life.

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265

Publisher

Cambridge University Press

Published Date

ISBN 10

1009456377

ISBN 13

9781009456371

Analysis and Algorithms for Service Parts Supply Chains

By: John A. Muckstadt

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Analysis and Algorithms for Service Parts Supply Chains

By: John A. Muckstadt

* Provides a broad overview of modeling approaches and solution methodologies for addressing inventory problems, particularly the management of high cost, low demand rate service parts found in multi-echelon settings * The text may be used in a variety of courses for first-year graduate students or senior undergraduates, or as a reference for researchers and practitioners * A background in stochastic processes and optimization is assumed

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290

Publisher

Springer Science & Business Media

Published Date

ISBN 10

0387272887

ISBN 13

9780387272887

Unified Computational Intelligence for Complex Systems

By: John Seiffertt,Donald C. Wunsch

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Unified Computational Intelligence for Complex Systems

By: John Seiffertt,Donald C. Wunsch

Computational intelligence encompasses a wide variety of techniques that allow computation to learn, to adapt, and to seek. That is, they may be designed to learn information without explicit programming regarding the nature of the content to be retained, they may be imbued with the functionality to adapt to maintain their course within a complex and unpredictably changing environment, and they may help us seek out truths about our own dynamics and lives through their inclusion in complex system modeling. These capabilities place our ability to compute in a category apart from our ability to erect suspension bridges, although both are products of technological advancement and reflect an increased understanding of our world. In this book, we show how to unify aspects of learning and adaptation within the computational intelligence framework. While a number of algorithms exist that fall under the umbrella of computational intelligence, with new ones added every year, all of them focus on the capabilities of learning, adapting, and helping us seek. So, the term unified computational intelligence relates not to the individual algorithms but to the underlying goals driving them. This book focuses on the computational intelligence areas of neural networks and dynamic programming, showing how to unify aspects of these areas to create new, more powerful, computational intelligence architectures to apply to new problem domains.

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123

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Springer Science & Business Media

Published Date

ISBN 10

3642031803

ISBN 13

9783642031809

Advanced Simulation-Based Methods for Optimal Stopping and Control

With Applications in Finance

By: Denis Belomestny,John Schoenmakers

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Advanced Simulation-Based Methods for Optimal Stopping and Control

With Applications in Finance

By: Denis Belomestny,John Schoenmakers

This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some of the new, cutting edge approaches under development.

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366

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Springer

Published Date

ISBN 10

1137033517

ISBN 13

9781137033512

Cooperative Control Design

A Systematic, Passivity-Based Approach

By: He Bai,Murat Arcak,John Wen

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Cooperative Control Design

A Systematic, Passivity-Based Approach

By: He Bai,Murat Arcak,John Wen

Cooperative Control Design: A Systematic, Passivity-Based Approach discusses multi-agent coordination problems, including formation control, attitude coordination, and synchronization. The goal of the book is to introduce passivity as a design tool for multi-agent systems, to provide exemplary work using this tool, and to illustrate its advantages in designing robust cooperative control algorithms. The discussion begins with an introduction to passivity and demonstrates how passivity can be used as a design tool for motion coordination. Followed by the case of adaptive redesigns for reference velocity recovery while describing a basic design, a modified design and the parameter convergence problem. Formation control is presented as it relates to relative distance control and relative position control. The coverage is concluded with a comprehensive discussion of agreement and the synchronization problem with an example using attitude coordination.

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217

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1461400147

ISBN 13

9781461400141

Production Planning and Control for Semiconductor Wafer Fabrication Facilities

Modeling, Analysis, and Systems

By: Lars Mönch,John W. Fowler,Scott J. Mason

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Production Planning and Control for Semiconductor Wafer Fabrication Facilities

Modeling, Analysis, and Systems

By: Lars Mönch,John W. Fowler,Scott J. Mason

Over the last fifty-plus years, the increased complexity and speed of integrated circuits have radically changed our world. Today, semiconductor manufacturing is perhaps the most important segment of the global manufacturing sector. As the semiconductor industry has become more competitive, improving planning and control has become a key factor for business success. This book is devoted to production planning and control problems in semiconductor wafer fabrication facilities. It is the first book that takes a comprehensive look at the role of modeling, analysis, and related information systems for such manufacturing systems. The book provides an operations research- and computer science-based introduction into this important field of semiconductor manufacturing-related research.

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298

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1461444721

ISBN 13

9781461444725

DLP and Extensions

An Optimization Model and Decision Support System

By: John L. Nazareth

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DLP and Extensions

An Optimization Model and Decision Support System

By: John L. Nazareth

DLP denotes a dynamic-linear modeling and optimization approach to computational decision support for resource planning problems that arise, typically, within the natural resource sciences and the disciplines of operations research and operational engineering. The text examines the techniques of dynamic programming (DP) and linear programming (LP). DLP also connotes a broad modeling/algorithmic concept that has numerous areas of application. Two motivating examples provide a linking thread through the main chapters. The appendix provides a demonstration program, executable on a PC, for hands-on experience with the DLP approach.

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213

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Springer Science & Business Media

Published Date

ISBN 10

3642567614

ISBN 13

9783642567612

Principles of Inventory Management

When You Are Down to Four, Order More

By: John A. Muckstadt,Amar Sapra

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Principles of Inventory Management

When You Are Down to Four, Order More

By: John A. Muckstadt,Amar Sapra

Inventories are prevalent everywhere in the commercial world, whether it be in retail stores, manufacturing facilities, government stockpile material, Federal Reserve banks, or even your own household. This textbook examines basic mathematical techniques used to sufficiently manage inventories by using various computational methods and mathematical models. The text is presented in a way such that each section can be read independently, and so the order in which the reader approaches the book can be inconsequential. It contains both deterministic and stochastic models along with algorithms that can be employed to find solutions to a variety of inventory control problems. With exercises at the end of each chapter and a clear, systematic exposition, this textbook will appeal to advanced undergraduate and first-year graduate students in operations research, industrial engineering, and quantitative MBA programs. It also serves as a reference for professionals in both industry and government worlds. The prerequisite courses include introductory optimization methods, probability theory (non-measure theoretic), and stochastic processes.

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339

Publisher

Springer Science & Business Media

Published Date

ISBN 10

0387689486

ISBN 13

9780387689487

Introduction to Stochastic Programming

By: John R. Birge,François Louveaux

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Introduction to Stochastic Programming

By: John R. Birge,François Louveaux

The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. At the same time, it is now being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary analysis, and probability. The authors aim to present a broad overview of the main themes and methods of the subject. Its prime goal is to help students develop an intuition on how to model uncertainty into mathematical problems, what uncertainty changes bring to the decision process, and what techniques help to manage uncertainty in solving the problems. In this extensively updated new edition there is more material on methods and examples including several new approaches for discrete variables, new results on risk measures in modeling and Monte Carlo sampling methods, a new chapter on relationships to other methods including approximate dynamic programming, robust optimization and online methods. The book is highly illustrated with chapter summaries and many examples and exercises. Students, researchers and practitioners in operations research and the optimization area will find it particularly of interest. Review of First Edition: "The discussion on modeling issues, the large number of examples used to illustrate the material, and the breadth of the coverage make 'Introduction to Stochastic Programming' an ideal textbook for the area." (Interfaces, 1998)

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Page Count

500

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1461402379

ISBN 13

9781461402374

Path Problems in Networks

By: John Baras,George Theodorakopoulos

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Path Problems in Networks

By: John Baras,George Theodorakopoulos

The algebraic path problem is a generalization of the shortest path problem in graphs. Various instances of this abstract problem have appeared in the literature, and similar solutions have been independently discovered and rediscovered. The repeated appearance of a problem is evidence of its relevance. This book aims to help current and future researchers add this powerful tool to their arsenal, so that they can easily identify and use it in their own work. Path problems in networks can be conceptually divided into two parts: A distillation of the extensive theory behind the algebraic path problem, and an exposition of a broad range of applications. First of all, the shortest path problem is presented so as to fix terminology and concepts: existence and uniqueness of solutions, robustness to parameter changes, and centralized and distributed computation algorithms. Then, these concepts are generalized to the algebraic context of semirings. Methods for creating new semirings, useful for modeling new problems, are provided. A large part of the book is then devoted to numerous applications of the algebraic path problem, ranging from mobile network routing to BGP routing to social networks. These applications show what kind of problems can be modeled as algebraic path problems; they also serve as examples on how to go about modeling new problems. This monograph will be useful to network researchers, engineers, and graduate students. It can be used either as an introduction to the topic, or as a quick reference to the theoretical facts, algorithms, and application examples. The theoretical background assumed for the reader is that of a graduate or advanced undergraduate student in computer science or engineering. Some familiarity with algebra and algorithms is helpful, but not necessary. Algebra, in particular, is used as a convenient and concise language to describe problems that are essentially combinatorial. Table of Contents: Classical Shortest Path / The Algebraic Path Problem / Properties and Computation of Solutions / Applications / Related Areas / List of Semirings and Applications

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Morgan & Claypool Publishers

Published Date

ISBN 10

1598299247

ISBN 13

9781598299243

Parallel and Distributed Computation: Numerical Methods

By: Dimitri Bertsekas,John Tsitsiklis

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Parallel and Distributed Computation: Numerical Methods

By: Dimitri Bertsekas,John Tsitsiklis

This highly acclaimed work, first published by Prentice Hall in 1989, is a comprehensive and theoretically sound treatment of parallel and distributed numerical methods. It focuses on algorithms that are naturally suited for massive parallelization, and it explores the fundamental convergence, rate of convergence, communication, and synchronization issues associated with such algorithms. This is an extensive book, which aside from its focus on parallel and distributed algorithms, contains a wealth of material on a broad variety of computation and optimization topics. It is an excellent supplement to several of our other books, including Convex Optimization Algorithms (Athena Scientific, 2015), Nonlinear Programming (Athena Scientific, 1999), Dynamic Programming and Optimal Control (Athena Scientific, 2012), Neuro-Dynamic Programming (Athena Scientific, 1996), and Network Optimization (Athena Scientific, 1998). The on-line edition of the book contains a 95-page solutions manual.

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Page Count

832

Publisher

Athena Scientific

Published Date

ISBN 10

1886529159

ISBN 13

9781886529151

Encyclopedia of Data Warehousing and Mining

By: John Wang

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Encyclopedia of Data Warehousing and Mining

By: John Wang

Provides a comprehensive, critical and descriptive examination of concepts, issues, trends, and challenges in this rapidly expanding field of data warehousing and mining (DWM)... consists of more than 350 contributors from 32 countries"--Publisher.

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