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Introduction to stochastic search and optimization : estimation, simulation, and control /

Detalles Bibliográficos
Autor principal: Spall, James C.
Formato: Libro
Lenguaje:English
Publicado: Hoboken, N.J. : Wiley-Interscience, c2003.
Colección:Wiley-Interscience series in discrete mathematics and optimization
Materias:

MARC

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245 1 0 |a Introduction to stochastic search and optimization :  |b estimation, simulation, and control /  |c James C. Spall. 
260 |a Hoboken, N.J. :  |b Wiley-Interscience,  |c c2003. 
300 |a xx, 595 p. :  |b il. ;  |c 26 cm. 
490 0 0 |a Wiley-Interscience series in discrete mathematics and optimization 
504 |a Bibliografía: p. 558-579. 
505 0 |a Stochastic search and optimization : motivation and supporting results -- Direct methods for stochastic search -- Recursive estimation for linear models -- Stochastic approximation for nonlinear root-finding -- Stochastic gradient form of stochastic approximation -- Stochastic approximation and the finite-difference method -- Simultaneous perturbation stochastic approximation -- Annealing-type algorithms -- Evolutionary computation I : genetic algorithms -- Evolutionary computation II : general methods and theory -- Reinforcement learning via temporal differences -- Statistical methods for optimization in discrete problems -- Model selection and statistical information -- Simulation-based optimization I : regeneration, common random numbers, and selection methods -- Simulation-based optimization II : stochastic gradient and sample path methods -- Markov chain Monte Carlo -- Optimal design for experimental inputs. 
650 4 |a Procesos estocásticos.  |9 4569 
650 4 |a Teoría de la búsqueda.  |9 357896 
650 4 |a Optimización matemática. 
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