Stochastic Recursive Algorithms for Optimization : Simultaneous Perturbation Methods
Overview
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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Details
- ISBN-13: 9781447142843
- ISBN-10: 1447142845
- Publisher: Springer
- Publish Date: August 2012
- Dimensions: 9.21 x 6.14 x 0.67 inches
- Shipping Weight: 1 pounds
- Page Count: 302
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