Stochastic Recursive Algorithms for Optimization: Simultaneous Perturbation Methods - Brossura

Bhatnagar, S.; Prasad, H.L.; Prashanth, L.A.

 
9781447142867: Stochastic Recursive Algorithms for Optimization: Simultaneous Perturbation Methods

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Sinossi

Part I: Introduction to Stochastic Recursive Algorithms.- Introduction.- Deterministic Algorithms for Local Search.- Stochastic Approximation Algorithms.- Part II: Gradient Estimation Schemes.- Kiefer-Wolfowitz Algorithm.- Gradient Schemes with Simultaneous Perturbation Stochastic Approximation.- Smoothed Functional Gradient Schemes.- Part III: Hessian Estimation Schemes.- Hessian Estimation with Simultaneous Perturbation Stochasti Approximation.- Smoothed Functional Hessian Schemes.- Part IV: Variations to the Basic Scheme.- Discrete Optimization.- Algorithms for Contrained Optimization.- Reinforcement Learning.- Part V: Applications.- Service Systems.- Road Traffic Control.- Communication Networks.

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9781447142843: Stochastic Recursive Algorithms for Optimization: Simultaneous Perturbation Methods: 434

Edizione in evidenza

ISBN 10:  1447142845 ISBN 13:  9781447142843
Casa editrice: Springer, 2012
Brossura