Stochastic Recursive Algorithms for Optimization : Simultaneous Perturbation Methods /
| Main Authors: | , , |
|---|---|
| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
London :
Springer London : Imprint: Springer,
2013.
|
| Edition: | 1st ed. 2013. |
| Series: | Lecture Notes in Control and Information Sciences,
434 |
| Subjects: |
Table of Contents:
- 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.