Introduction to stochastic search and optimization: estimation, simulation, and control
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Hoboken, N.J.
Wiley-Interscience
c2003
|
| Schriftenreihe: | Wiley-Interscience series in discrete mathematics and optimization
|
| Schlagworte: | |
| Online-Zugang: | FRO01 TUM01 Volltext |
| Beschreibung: | Formerly CIP. Includes bibliographical references (p. 558-579) and index "Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control is a graduate-level introduction to the principles, algorithms, and practical aspects of stochastic optimization, including applications drawn from engineering, statistics, and computer science. The treatment is both rigorous and broadly accessible, distinguishing this text from much of the current literature and providing students, researchers, and practitioners with a strong foundation for the often-daunting task of solving real-world problems." "The book includes over 130 examples, Web links to software and data sets, more than 250 exercises for the reader, and an extensive list of references. These features help make the text an invaluable resource for those interested in the theory or practice of stochastic search and optimization."--Jacket Stochastic search and optimization : motivation and supporting results -- Direct methods for stochastic search -- Recursive estimation for linear models -- Stochastic approximation for nonlinear root-finding -- Stochastic gradient form of stochastic approximation -- Stochastic approximation and the finite-difference method -- Simultaneous perturbation stochastic approximation -- Annealing-type algorithms -- Evolutionary computation I : genetic algorithms -- Evolutionary computation II : general methods and theory -- Reinforcement learning via temporal differences -- Statistical methods for optimization in discrete problems -- Model selection and statistical information -- Simulation-based optimization I : regeneration, common random numbers, and selection methods -- Simulation-based optimization II : stochastic gradient and sample path methods -- Markov chain monte carlo -- Optimal design for experimental inputs |
| Beschreibung: | 1 Online-Ressource (xx, 595 p.) |
| ISBN: | 0471441902 0471722138 9780471441908 9780471722137 |
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| 650 | 4 | |a Optimisation mathématique | |
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Datensatz im Suchindex
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| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
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| id | DE-604.BV040768955 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:33:32Z |
| institution | BVB |
| isbn | 0471441902 0471722138 9780471441908 9780471722137 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025747373 |
| oclc_num | 637018778 |
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| owner_facet | DE-91 DE-BY-TUM DE-861 |
| physical | 1 Online-Ressource (xx, 595 p.) |
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| publisher | Wiley-Interscience |
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| series2 | Wiley-Interscience series in discrete mathematics and optimization |
| spelling | Introduction to stochastic search and optimization estimation, simulation, and control James C. Spall Hoboken, N.J. Wiley-Interscience c2003 1 Online-Ressource (xx, 595 p.) txt rdacontent c rdamedia cr rdacarrier Wiley-Interscience series in discrete mathematics and optimization Formerly CIP. Includes bibliographical references (p. 558-579) and index "Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control is a graduate-level introduction to the principles, algorithms, and practical aspects of stochastic optimization, including applications drawn from engineering, statistics, and computer science. The treatment is both rigorous and broadly accessible, distinguishing this text from much of the current literature and providing students, researchers, and practitioners with a strong foundation for the often-daunting task of solving real-world problems." "The book includes over 130 examples, Web links to software and data sets, more than 250 exercises for the reader, and an extensive list of references. These features help make the text an invaluable resource for those interested in the theory or practice of stochastic search and optimization."--Jacket Stochastic search and optimization : motivation and supporting results -- Direct methods for stochastic search -- Recursive estimation for linear models -- Stochastic approximation for nonlinear root-finding -- Stochastic gradient form of stochastic approximation -- Stochastic approximation and the finite-difference method -- Simultaneous perturbation stochastic approximation -- Annealing-type algorithms -- Evolutionary computation I : genetic algorithms -- Evolutionary computation II : general methods and theory -- Reinforcement learning via temporal differences -- Statistical methods for optimization in discrete problems -- Model selection and statistical information -- Simulation-based optimization I : regeneration, common random numbers, and selection methods -- Simulation-based optimization II : stochastic gradient and sample path methods -- Markov chain monte carlo -- Optimal design for experimental inputs MATHEMATICS / Probability & Statistics / General bisacsh Stochastic processes Search theory Mathematical optimization Processus stochastiques Décision, Théorie de la Optimisation mathématique MATHEMATICS / Probability & Statistics / General / bisacsh Stochastik (DE-588)4121729-9 gnd rswk-swf Stochastische Optimierung (DE-588)4057625-5 gnd rswk-swf Stochastik (DE-588)4121729-9 s DE-604 Stochastische Optimierung (DE-588)4057625-5 s 1\p DE-604 Spall, James C. Sonstige oth John Wiley & Sons Sonstige oth Wiley InterScience (Online service) Sonstige oth Erscheint auch als Druckausgabe 0-471-33052-3 Erscheint auch als Druckausgabe 978-0-471-33052-3 https://onlinelibrary.wiley.com/doi/book/10.1002/0471722138 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Introduction to stochastic search and optimization estimation, simulation, and control MATHEMATICS / Probability & Statistics / General bisacsh Stochastic processes Search theory Mathematical optimization Processus stochastiques Décision, Théorie de la Optimisation mathématique MATHEMATICS / Probability & Statistics / General / bisacsh Stochastik (DE-588)4121729-9 gnd Stochastische Optimierung (DE-588)4057625-5 gnd |
| subject_GND | (DE-588)4121729-9 (DE-588)4057625-5 |
| title | Introduction to stochastic search and optimization estimation, simulation, and control |
| title_auth | Introduction to stochastic search and optimization estimation, simulation, and control |
| title_exact_search | Introduction to stochastic search and optimization estimation, simulation, and control |
| title_full | Introduction to stochastic search and optimization estimation, simulation, and control James C. Spall |
| title_fullStr | Introduction to stochastic search and optimization estimation, simulation, and control James C. Spall |
| title_full_unstemmed | Introduction to stochastic search and optimization estimation, simulation, and control James C. Spall |
| title_short | Introduction to stochastic search and optimization |
| title_sort | introduction to stochastic search and optimization estimation simulation and control |
| title_sub | estimation, simulation, and control |
| topic | MATHEMATICS / Probability & Statistics / General bisacsh Stochastic processes Search theory Mathematical optimization Processus stochastiques Décision, Théorie de la Optimisation mathématique MATHEMATICS / Probability & Statistics / General / bisacsh Stochastik (DE-588)4121729-9 gnd Stochastische Optimierung (DE-588)4057625-5 gnd |
| topic_facet | MATHEMATICS / Probability & Statistics / General Stochastic processes Search theory Mathematical optimization Processus stochastiques Décision, Théorie de la Optimisation mathématique MATHEMATICS / Probability & Statistics / General / bisacsh Stochastik Stochastische Optimierung |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/0471722138 |
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