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...
Guardat en:
| Autors principals: | , , |
|---|---|
| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
London :
Springer London
2013.
Cham : Springer Nature |
| Col·lecció: | Lecture Notes in Control and Information Sciences
434 |
| Accés en línia: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
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 |
Taula de continguts:
- 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.