Background
Tsitsiklis, John N. was born in 1958 in Thessaloniki, Greece.
(This book provides a unified, insightful, and modern trea...)
This book provides a unified, insightful, and modern treatment of linear optimization, that is, linear programming, network flow problems, and discrete optimization. It includes classical topics as well as the state of the art, in both theory and practice.
http://www.amazon.com/gp/product/1886529191/?tag=2022091-20
(An intuitive, yet precise introduction to probability the...)
An intuitive, yet precise introduction to probability theory, stochastic processes, and probabilistic models used in science, engineering, economics, and related fields. The 2nd edition is a substantial revision of the 1st edition, involving a reorganization of old material and the addition of new material. The length of the book has increased by about 25 percent. The main new feature of the 2nd edition is thorough introduction to Bayesian and classical statistics. The book is the currently used textbook for "Probabilistic Systems Analysis," an introductory probability course at the Massachusetts Institute of Technology, attended by a large number of undergraduate and graduate students. 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, as well as the fundamental concepts and methods of statistical inference, both Bayesian and classical. It also contains, a number of more advanced topics, from which an instructor can choose to match the goals of a particular course. These topics include transforms, sums of random variables, a fairly detailed introduction to Bernoulli, Poisson, and Markov processes. The book strikes a balance between simplicity in exposition and sophistication in analytical reasoning. Some of the more mathematically rigorous analysis has been just intuitively explained in the text, but is developed in detail (at the level of advanced calculus) in the numerous solved theoretical problems. Written by two professors of the Department of Electrical Engineering and Computer Science at the Massachusetts Institute of Technology, and members of the prestigious US National Academy of Engineering, the book has been widely adopted for classroom use in introductory probability courses within the USA and abroad. From a Review of the 1st Edition: ...it trains the intuition to acquire probabilistic feeling. This book explains every single concept it enunciates. This is its main strength, deep explanation, and not just examples that happen to explain. Bertsekas and Tsitsiklis leave nothing to chance. The probability to misinterpret a concept or not understand it is just... zero. Numerous examples, figures, and end-of-chapter problems strengthen the understanding. Also of invaluable help is the book's web site, where solutions to the problems can be found-as well as much more information pertaining to probability, and also more problem sets. --Vladimir Botchev, Analog Dialogue Several other reviews can be found in the listing of the first edition of this book. Contents, preface, and more info at publisher's website (Athena Scientific, athenasc com)
http://www.amazon.com/gp/product/188652923X/?tag=2022091-20
(This is the first textbook that fully explains the neuro-...)
This is the first textbook that fully explains the neuro-dynamic programming/reinforcement learning methodology, which is a recent breakthrough in the practical application of neural networks and dynamic programming to complex problems of planning, optimal decision making, and intelligent control. Neuro-dynamic programming uses neural network approximations to overcome the "curse of dimensionality" and the "curse of modeling" that have been the bottlenecks to the practical application of dynamic programming and stochastic control to complex problems. The methodology allows systems to learn about their behavior through simulation, and to improve their performance through iterative reinforcement. This book provides the first systematic presentation of the science and the art behind this exciting and far-reaching methodology. The book develops a comprehensive analysis of neuro-dynamic programming algorithms, and guides the reader to their successful application through case studies from complex problem areas.
http://www.amazon.com/gp/product/1886529108/?tag=2022091-20
(This highly acclaimed work, first published by Prentice H...)
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. Among its special features, the book: 1) Quantifies the performance of parallel algorithms, including the limitations imposed by the communication and synchronization penalties. 2) Describes communication algorithms for a variety of system architectures including tree, mesh, and hypercube. 3) Provides a comprehensive convergence analysis of asynchronous methods and a comparison with their asynchronous counterparts. 4) Covers direct and iterative algorithms for linear and nonlinear systems of equations and variational inequalities. 5) Describes optimization methods for nonlinear programming, shortest paths, dynamic programming, network flows, and large-scale decomposition. 6) Includes extensive research material on optimization methods, asynchronous algorithm convergence, rollback synchronization, asynchronous communication network protocols, and others. 7) Supplements the text material with many exercises, whose complete solutions are posted on the internet. 8) Contains a lot of material not found in any other book.
http://www.amazon.com/gp/product/1886529019/?tag=2022091-20
Tsitsiklis, John N. was born in 1958 in Thessaloniki, Greece.
Bachelor of Science in Mathematics, Massachusetts Institute of Technology, 1980. Bachelor of Science in Electrical Engineering, Massachusetts Institute of Technology, 1980. Master of Science in Electrical Engineering, Massachusetts Institute of Technology, 1981.
Doctor of Philosophy in Electrical Engineering, Massachusetts Institute of Technology, 1984.
Acting assistant professor electrical engineering Stanford University, California, 1983—1984. Positions to professor department electrical engineering and computer science Massachusetts Institute of Technology, Cambridge, since 1984. Acting co-director Massachusetts Institute of Technology Laboratory Information and Decision Systems, 1996, 97.
Co-director Massachusetts Institute of Technology Operations Research Center, 2002—2005. Visiting researcher department electrical engineering and computer science University California, Berkeley. Visiting research Institute Computer Science, Iraklion, Greece.
(This is the first textbook that fully explains the neuro-...)
(An intuitive, yet precise introduction to probability the...)
(This highly acclaimed work, first published by Prentice H...)
(This book provides a unified, insightful, and modern trea...)
Fellow: Institute of Electrical and Electronics Engineers, Institute for Operations Research and the Management Sciences. Member: National Academy of Engineering.