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Introduction to Stochastic Search and Optimization

Estimation, Simulation, and Control

Medium: Buch
ISBN: 978-0-471-33052-3
Verlag: Wiley
Erscheinungstermin: 09.04.2003
Lieferfrist: bis zu 10 Tage

* Unique in its survey of the range of topics.
* Contains a strong, interdisciplinary format that will appeal to both students and researchers.
* Features exercises and web links to software and data sets.


Produkteigenschaften


  • Artikelnummer: 9780471330523
  • Medium: Buch
  • ISBN: 978-0-471-33052-3
  • Verlag: Wiley
  • Erscheinungstermin: 09.04.2003
  • Sprache(n): Englisch
  • Auflage: 1. Auflage 2003
  • Serie: Wiley-Interscience Series in Discrete Mathematics and Optimization
  • Produktform: Gebunden
  • Gewicht: 1346 g
  • Seiten: 618
  • Format (B x H x T): 183 x 260 x 38 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Autoren

Preface.

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.

Appendix A. Selected Results from Multivariate Analysis.

Appendix B. Some Basic Tests in Statistics.

Appendix C. Probability Theory and Convergence.

Appendix D. Random Number Generation.

Appendix E. Markov Processes.

Answers to Selected Exercises.

References.

Frequently Used Notation.

Index.