Record Details

Title:
Introduction to stochastic search and optimization [electronic resource] : estimation, simulation, and control / James C. Spall
Author(s):
Imprint:
Hoboken, N.J. : Wiley-Interscience, c2003
Description:
xx, 595 p. : ill. ; 26 cm
ISBN:
0471722138
9780471722137
Subject(s):
Series:
Wiley-Interscience series in discrete mathematics and optimization
Bibliography, etc. note:
Includes bibliographical references (p. 558-579) and index
Formatted contents note
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
Linked resources:
Caltech Connect
Record appears in:


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Options Library Call no Location Description Item type Status Due date
World Wide Web ONLINE ACCESS World Wide Web c.1 Remote access Online -


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 Record created 2015-09-17, last modified 2017-03-06


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