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Introduction to stochastic search and optimization : estimation, simulation, and control

Author: James C Spall
Publisher: Hoboken, N.J. : Wiley-Interscience, ©2003.
Series: Wiley-Interscience series in discrete mathematics and optimization.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
"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
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: James C Spall
ISBN: 0471330523 9780471330523
OCLC Number: 50773216
Description: xx, 595 pages : illustrations ; 26 cm.
Contents: 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.
Series Title: Wiley-Interscience series in discrete mathematics and optimization.
Responsibility: James C. Spall.
More information:

Abstract:

A unique interdisciplinary foundation for real-world problem solving Stochastic search and optimization techniques are used in a vast number of areas, including aerospace, medicine, transportation,  Read more...

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"This volume deserves a prominent role not only as a textbook, but also as a desk reference for anyone who must cope with noisy data " (Computing Reviews.com, January 6, 2006) "...well written and Read more...

 
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