rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Introduction to stochastic search and optimization
    sub title: estimation, simulation, and control
  name:
    name part: Spall, James C.
    role:
      role term: creator
  name:
    name part: John Wiley & Sons
  name:
    name part: Wiley InterScience (Online service)
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: nju
    place:
      place term: Hoboken, N.J
    place:
      place term: Chichester]
    publisher: Wiley-Interscience
    date issued: c2003
    date issued: 2003
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (xx, 595 p. : : ill. ;) 26 cm.
  abstract: "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 students, researchers, and practitioners with a strong foundation for the often-daunting task of solving real-world problems." "The book includes over 130 examples, Web links to software and data sets, more than 250 exercises for the reader, and an extensive list of references. These features help make the text an invaluable resource for those interested in the theory or practice of stochastic search and optimization."--Jacket.
  table of 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.
  note: James C. Spall.
  note: Formerly CIP.
  note: Electronic reproduction. Somerset, N.J : Wiley InterScience, [200-]. Available via World Wide Web. System requirements: Adobe Acrobat reader. Available to subscribing institutions.
  note: Includes bibliographical references (p. 558-579) and index.
  subject:
    topic: Stochastic processes
  subject:
    topic: Search theory
  subject:
    topic: Mathematical optimization
  classification: QA274 .S63 2003
  classification: 519.2
  classification: 519.23
  related item:
    identifier: (DLC) 2002038049
  related item:
    title info:
      title: Wiley-Interscience series in discrete mathematics and optimization
  identifier: 10.1002/0471722138
  identifier: 0471330523 (cloth : acid-free paper)
  identifier: 9780471330523 (cloth : acid-free paper)
  identifier: 0471722138
  identifier: 9780471722137
  identifier: 0471441902 (electronic bk.)
  identifier: 9780471441908 (electronic bk.)
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: NhCcYBP
    record creation date: 021003
    record change date: 20260214212549.6
    record identifier: in00004679844
    language of cataloging:
      language term: eng