Introduction to stochastic search and optimization : estimation, simulation, and control / James C. Spall.

Format:

Book

Author/Creator:

Spall, James C.

Contributor:

Class of 1932 Fund.

Series:

Wiley-Interscience series in discrete mathematics and optimization

Language:

English

Subjects (All):

Stochastic processes.

Search theory.

Mathematical optimization.

Physical Description:

xx, 595 pages : illustrations ; 26 cm.

monochrome

Place of Publication:

Hoboken, N.J. : Wiley-Interscience, [2003]

System Details:

Mode of access: World Wide Web.

text file

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.

Notes:

Includes bibliographical references (pages 558-579) and index.

Electronic reproduction. Hoboken, N.J. : Wiley, 2004. System requirements: Adobe Acrobat Reader.

Local Notes:

Acquired for the Penn Libraries with assistance from the Class of 1932 Fund.

ISBN:

0471722138

9780471722137

OCLC:

58523801

Access Restriction:

Restricted for use by site license.