Holdings: Stochastic recursive algorithms for optimization

Stochastic recursive algorithms for optimization: simultaneous perturbation methods

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Bibliographic Details
Main Authors:	Bhatnagar, Shalabh (Author), Prasad, H. L. (Author), Prashanth, L. A. (Author)
Format:	Electronic eBook
Language:	English
Published:	London [u.a.] Springer 2013
Series:	Lecture notes in control and information sciences 434
Subjects:	Ingenieurwissenschaften Engineering Systems theory Mathematical optimization
Online Access:	BTU01 FHA01 FHI01 FHN01 FHR01 FKE01 FWS01 UBY01 Volltext
Item Description:	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
Physical Description:	1 Online-Ressource (XVIII, 302 p. 12 illus)
ISBN:	9781447142850
DOI:	10.1007/978-1-4471-4285-0

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isbn	9781447142850
language	English
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series	Lecture notes in control and information sciences
series2	Lecture notes in control and information sciences
spellingShingle	Bhatnagar, Shalabh Prasad, H. L. Prashanth, L. A. Stochastic recursive algorithms for optimization simultaneous perturbation methods Lecture notes in control and information sciences Ingenieurwissenschaften Engineering Systems theory Mathematical optimization
title	Stochastic recursive algorithms for optimization simultaneous perturbation methods
title_auth	Stochastic recursive algorithms for optimization simultaneous perturbation methods
title_exact_search	Stochastic recursive algorithms for optimization simultaneous perturbation methods
title_full	Stochastic recursive algorithms for optimization simultaneous perturbation methods S. Bhatnagar ; H. L. Prasad ; L. A. Prashanth
title_fullStr	Stochastic recursive algorithms for optimization simultaneous perturbation methods S. Bhatnagar ; H. L. Prasad ; L. A. Prashanth
title_full_unstemmed	Stochastic recursive algorithms for optimization simultaneous perturbation methods S. Bhatnagar ; H. L. Prasad ; L. A. Prashanth
title_short	Stochastic recursive algorithms for optimization
title_sort	stochastic recursive algorithms for optimization simultaneous perturbation methods
title_sub	simultaneous perturbation methods
topic	Ingenieurwissenschaften Engineering Systems theory Mathematical optimization
topic_facet	Ingenieurwissenschaften Engineering Systems theory Mathematical optimization
url	https://doi.org/10.1007/978-1-4471-4285-0
volume_link	(DE-604)BV014011570
work_keys_str_mv	AT bhatnagarshalabh stochasticrecursivealgorithmsforoptimizationsimultaneousperturbationmethods AT prasadhl stochasticrecursivealgorithmsforoptimizationsimultaneousperturbationmethods AT prashanthla stochasticrecursivealgorithmsforoptimizationsimultaneousperturbationmethods

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