Stochastic Recursive Algorithms for Optimization: Simultaneous Perturbation Methods

By L.a. Prashanth, H.L. Prasad, S. Bhatnagar

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.

• Format: Paperback
• Language: English
• ISBN: 1447142845
• ISBN13: 9781447142843
• Release Date: August 2012
• Publisher: Springer
• Length: 302 Pages
• Weight: 1.00 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"