Stochastic Recursive Algorithms for Optimization (Record no. 57927)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03761nam a22005175i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-1-4471-4285-0 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20200421112230.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 120811s2013 xxk| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781447142850 |
| -- | 978-1-4471-4285-0 |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 629.8 |
| 100 1# - AUTHOR NAME | |
| Author | Bhatnagar, S. |
| 245 10 - TITLE STATEMENT | |
| Title | Stochastic Recursive Algorithms for Optimization |
| Sub Title | Simultaneous Perturbation Methods / |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | XVIII, 302 p. 12 illus. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Lecture Notes in Control and Information Sciences, |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Remark 2 | 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. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Stochastic Recursive Algorithms for Optimization presents algorithms for constrained and unconstrained optimization and for reinforcement learning. Efficient perturbation approaches form a thread unifying all the algorithms considered. Simultaneous perturbation stochastic approximation and smooth fractional estimators for gradient- and Hessian-based methods are presented. These algorithms: • are easily implemented; • do not require an explicit system model; and • work with real or simulated data. Chapters on their application in service systems, vehicular traffic control and communications networks illustrate this point. The book is self-contained with necessary mathematical results placed in an appendix. The text provides easy-to-use, off-the-shelf algorithms that are given detailed mathematical treatment so the material presented will be of significant interest to practitioners, academic researchers and graduate students alike. The breadth of applications makes the book appropriate for reader from similarly diverse backgrounds: workers in relevant areas of computer science, control engineering, management science, applied mathematics, industrial engineering and operations research will find the content of value. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Prasad, H.L. |
| 700 1# - AUTHOR 2 | |
| Author 2 | Prashanth, L.A. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-1-4471-4285-0 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | London : |
| -- | Springer London : |
| -- | Imprint: Springer, |
| -- | 2013. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Engineering. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | System theory. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Calculus of variations. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Control engineering. |
| 650 14 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Engineering. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Control. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Calculus of Variations and Optimal Control; Optimization. |
| 650 24 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Systems Theory, Control. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| -- | 0170-8643 ; |
| 912 ## - | |
| -- | ZDB-2-ENG |
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