Stochastic recursive algorithms for optimization: simultaneous perturbation methods
Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: Bhatnagar, Shalabh (VerfasserIn), Prasad, H. L. (VerfasserIn), Prashanth, L. A. (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: London [u.a.] Springer 2013
Schriftenreihe:Lecture notes in control and information sciences 434
Schlagworte:
Online-Zugang:BTU01
FHA01
FHI01
FHN01
FHR01
FKE01
FWS01
UBY01
Volltext
Beschreibung: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
Beschreibung:1 Online-Ressource (XVIII, 302 p. 12 illus)
ISBN:9781447142850
DOI:10.1007/978-1-4471-4285-0