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Introduction to stochastic search and optimization estimation, simulation, and control /

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Bibliographic Details
Main Author: Spall, James C.
Corporate Authors: John Wiley & Sons, Wiley InterScience (Online service)
Format: eBook
Language:English
Published: Hoboken, N.J. ; [Chichester] : Wiley-Interscience, c2003.
Series:Wiley-Interscience series in discrete mathematics and optimization.
Subjects:
Stochastic processes.
Search theory.
Mathematical optimization.
Electronic books.
Online Access:Connect to the full text of this electronic book
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.