Stochastic Learning and Optimization A Sensitivity-Based Approach

From the reviews:

"The book is written by known contributor to the theory of Markov decision problems and the theory of queueing systems and it is chiefly based on recent results obtained by the author. … The book provide good introductory materials for graduate students and engineers who wish to have an overview of learning and optimization theory, the related methodologies in different disciplines and their relations. Moreover, the book is useful in finding new research topics and in practical applications." (Vladimir Sobolev, Zentralblatt MATH, Vol. 1130, 2008)

"The systems studied in this book are stochastic dynamic systems … . The book is very well written, and … they are often presented in an intuitive way so that the study is really enjoyable. … the subject of the book is very important and very interesting. … It is intended for teachers, researchers, and graduate students who can recognize the practical and theoretical value of the methods described … . strongly recommended for scholars in engineering, mathematics, computer science, artificial intelligence, and machine learning." (Lefteris Angelis, ACM Computing Reviews, Vol. 49 (12), December, 2008)

"The key point of this monograph is perturbation analysis … . The book has appendices on Markov processes, stochastic matrices and queueing theory. Every chapter contains a number of problems for self-study. Along with known/proved statements, the reader can find many open problems for future research. Finally, the book can become the basis for several undergraduate lecture courses." (Aleksey B. Piunovskiy, Mathematical Reviews, Issue 2009 f)