Stochastic Recursive Algorithms for Optimization : Simultaneous Perturbation Methods - Bhatnagar, S.; Prasad, H.L.; Prashanth, L.A.; SpringerLink (Online service) (London : Springer London : Imprint: Springer, 2013)
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.
Keywords: Control engineering; Calculus of variations; System theory; Control and Systems Theory; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control