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Stochastic Recursive Algorithms for Optimization: Simultaneous Perturbation Methods

Stochastic Recursive Algorithms for Optimization presents algorithms for constrained and unconstrained optimization and for reinforcement learning. Efficient perturbation approaches form a thread unifying all the algorithms considered. Simultaneous perturbation stochastic approximation and smooth fr...

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Detalles Bibliográficos
Autores principales: Bhatnagar, S, Prasad, H L, Prashanth, L A
Lenguaje:eng
Publicado: Springer 2013
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-1-4471-4285-0
http://cds.cern.ch/record/1500138