| Description |
1 online resource |
| Series |
Lecture notes in control and information sciences, 0170-8643 ; 434 |
|
Lecture notes in control and information sciences ; 434.
|
| Contents |
Introduction -- Deterministic Algorithms for Local Search -- Stochastic Approximation Algorithms -- Kiefer-Wolfowitz Algorithm -- Gradient Schemes with Simultaneous Perturbation Stochastic Approximation -- Smoothed Functional Gradient Schemes -- Newton-Based Simultaneous Perturbation Stochastic Approximation -- Newton-Based Smoothed Functional Algorithms -- Discrete Parameter Optimization -- Algorithms for Constrained Optimization -- Reinforcement Learning -- Service Systems -- Road Traffic Control -- Communication Networks |
| Summary |
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 |
| Analysis |
Engineering |
|
Systems theory |
|
Mathematical optimization |
|
Control |
|
Calculus of Variations and Optimal Control; Optimization |
|
Systems Theory, Control |
| Bibliography |
Includes bibliographical references and index |
| Subject |
Stochastic approximation.
|
|
Mathematical optimization.
|
|
Ingénierie.
|
|
Mathematical optimization
|
|
Stochastic approximation
|
| Form |
Electronic book
|
| Author |
Prasad, H. L
|
|
Prashanth, L. A
|
| ISBN |
9781447142850 |
|
1447142853 |
|
1447142845 |
|
9781447142843 |
|
