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:
Procesos estocásticos.
Teoría de la búsqueda.
Optimización matemática.
Tabla de Contenidos:
  • 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.

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