Stochastic Recursive Algorithms for Optimization : Simultaneous Perturbation Methods
Stochastic Recursive Algorithms for Optimization presents algorithms for constrained and unconstrained optimization and for reinforcement learning. Efficient perturbation approaches form a thread unifying all the algorithms considered. Simultaneous perturbation stochastic approximation and smooth fr...
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| 主要な著者: | , , |
|---|---|
| フォーマット: | Livre numérique |
| 言語: | Anglais |
| 出版事項: |
London :
Springer London
2013.
Cham : Springer Nature |
| シリーズ: | Lecture Notes in Control and Information Sciences
434 |
| オンライン･アクセス: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| 注記: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stochastic Recursive Algorithms for Optimization, Texte imprimé, 9781447142843 • Stochastic Recursive Algorithms for Optimization, Texte imprimé, 9781447142867 |
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| 100 | 1 | |a Bhatnagar, S. | |
| 245 | 1 | 0 | |a Stochastic Recursive Algorithms for Optimization : |b Simultaneous Perturbation Methods |c by S. Bhatnagar, H.L. Prasad, L.A. Prashanth. |
| 260 | |a London : |b Springer London. | ||
| 260 | |a Cham : |b Springer Nature, |c 2013. | ||
| 490 | 0 | |a Lecture Notes in Control and Information Sciences |v 434 |x 1610-7411 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 0 | |a 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. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. chttps://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a Stochastic Recursive Algorithms for Optimization presents algorithms for constrained and unconstrained optimization and for reinforcement learning. Efficient perturbation approaches form a thread unifying all the algorithms considered. Simultaneous perturbation stochastic approximation and smooth fractional estimators for gradient- and Hessian-based methods are presented. These algorithms: are easily implemented; do not require an explicit system model; and work with real or simulated data. Chapters on their application in service systems, vehicular traffic control and communications networks illustrate this point. The book is self-contained with necessary mathematical results placed in an appendix. The text provides easy-to-use, off-the-shelf algorithms that are given detailed mathematical treatment so the material presented will be of significant interest to practitioners, academic researchers and graduate students alike. The breadth of applications makes the book appropriate for reader from similarly diverse backgrounds: workers in relevant areas of computer science, control engineering, management science, applied mathematics, industrial engineering and operations research will find the content of value. | ||
| 700 | 1 | |a Prasad, H. L. |4 aut | |
| 700 | 1 | |a Prashanth, L. A. |4 aut | |
| 776 | 0 | |t Stochastic Recursive Algorithms for Optimization |b Texte imprimé |z 9781447142843 | |
| 776 | 0 | |t Stochastic Recursive Algorithms for Optimization |b Texte imprimé |z 9781447142867 | |
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