Author: Francois Louveaux, John R. Birge Publisher: Springer (2000) Binding: Hardcover, 448 pages pricer: $119.00 ISBN-10: 0387982175 editorialreviews 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. Conversely, it is 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. The first chapters introduce some worked examples of stochastic programming and demonstrate how a stochastic model is formally built. Subsequent chapters develop the properties of stochastic programs and the basic solution techniques used to solve them. Three chapters cover approximation and sampling techniques and the final chapter presents a case study in depth. A wide range of students from operations research, industrial engineering, and related disciplines will find this a well-paced and wide-ranging introduction to this subject.

Introduction to Bayesian Analysis

Introduction to Structural Dynamics and Aeroelasticity

这是结构优化界大牛写的一本结构优化入门教材，对初学者特别有用。

这里是 ShowMeAI 持续分享的【开源eBook】系列！内容覆盖机器学习、深度学习、数据科学、数据分析、大数据、Keras、TensorFlow、PyTorch、强化学习、数学基础等各个方向。整理自各平台的原作者公开分享（审核大大请放手） ◉ 简介：这是本书的第二版，旨在为所有相关学科的读者提供一个清晰的、简单的强化学习关键思想&算法的说明。书籍在第一版的基础上，增加了近些年新的研究主题，内容重点放在核心的算法上。 ◉ 目录： 介绍 多臂老虎机 有限马尔可夫决策过程 动态规划 蒙特卡罗方法 时差学习 n-step Bootstrapping 使用表格方法进行规划和学习 带近似的策略预测 带近似的策略控制 带近似的离策略方法 资格痕迹 策略梯度方法 心理学 神经科学 应用与案例研究 前沿

his work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer. Violations are liable for prosecution under the German Copyright Law.

线性代数的许多应用都需要时间来发展。在一个小时内解释它们并不容易。教师和作者必须在使理论 完整与加入现代应用之间做选择。通常是理论获胜，然而本节是个例外。本节解释了上世纪最有价值的 数值算法。 我们想快速地乘上傅里叶矩阵 F 与它的逆 F−1。这通过快速傅里叶变换完成。一个普通乘积 Fc 用到 n2 次乘法(F 具有 n2 项)。FFT 仅需要 n 乘以 12 log2 n 次乘法。我们将看到这是如何实现的。 FFT 彻底改变了信号处理。整个行业都因该思想而迅速发展。电气工程师是第一个知道其中区别 的人——当他们遇见你时会取你的傅里叶变换(假设你是个函数)。傅里叶的思想是将 f 表示为谐波 ckeikx 的和。在频率空间中通过系数 ck 观察该函数，而非在实际空间中通过其值 f(x) 来观察它。c 与 f 间的前向、后向通道是由傅里叶变换实现。快速通道由 FFT 实现。中文翻译Introduction to Linear Algebra, 5th Edition 9.3节 单位根与傅里叶矩阵 二次方程有两个根(或者一个重根)。n 次方程具有 n 个根(算上重复次数)。这是代数基本定

Feller的权威教材，原先因为不能传大于10M的文件，所以是拆分了上传的，现在作为一个整体传上来。

An Introduction to Probability Theory and Its Applications, Volume II, William Feller

MATLAB A Practical Introduction to Programming 4th 英文文字版 作者：Stormy Attaway，美国波士顿大学。