• Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Stochastic Recursive Algorithms for Optimization: Simultaneous Perturbation Methods

Stochastic Recursive Algorithms for Optimization: Simultaneous Perturbation Methods

Paperback

Series: Lecture Notes in Control and Information Sciences, Book 434

Technology & EngineeringCalculusGeneral Science

ISBN10: 1447142845
ISBN13: 9781447142843
Publisher: Springer Nature
Published: Aug 12 2012
Pages: 302
Weight: 1.00
Height: 0.67 Width: 6.14 Depth: 9.21
Language: English
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.

Also in

Technology & Engineering