Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control

Přední strana obálky
John Wiley & Sons, 11. 3. 2005 - Počet stran: 618
* Unique in its survey of the range of topics.
* Contains a strong, interdisciplinary format that will appeal to both students and researchers.
* Features exercises and web links to software and data sets.
 

Obsah

1 Stochastic Search and Optimization Motivation and Supporting Results
1
2 Direct Methods for Stochastic Search
34
3 Recursive Estimation for Linear Models
65
4 Stochastic Approximation for Nonlinear RootFinding
95
5 Stochastic Gradient Form of Stochastic Approximation
126
6 Stochastic Approximation and the FiniteDifference Method
150
7 Simultaneous Perturbation Stochastic Approximation
176
8 AnnealingType Algorithms
208
15 SimulationBased Optimization II Stochastic Gradient and Sample Path Methods
409
16 Markov Chain Monte Carlo
436
17 Optimal Design for Experimental Inputs
464
Appendix A Selected Results from Multivariate Analysis
505
Appendix B Some Basic Tests in Statistics
515
Appendix C Probability Theory and Convergence
526
Appendix D Random Number Generation
538
Appendix E Markov Processes
547

9 Evolutionary Computation I Genetic Algorithms
231
10 Evolutionary Computation 11 General Methods and Theory
259
11 Reinforcement Learning via Temporal Differences
278
12 Statistical Methods for Optimization in Discrete Problems
300
13 Model Selection and Statistical Information
329
14 SimulationBased Optimization I Regeneration Common Random Numbers and Selection Methods
367
Answers to Selected Exercises
552
References
558
Frequently Used Notation
580
Index
583
Autorská práva

Další vydání - Zobrazit všechny

Běžně se vyskytující výrazy a sousloví

Oblíbené pasáže

Strana 561 - Adaptive identification and control algorithms for nonlinear bacterial growth systems.
Strana 6 - Because of the inherent limitations of the vast majority of optimization algorithms, it is usually only possible to ensure that an algorithm will approach a local minimum with a finite amount of resources being put into the optimization process. However, since the local minimum may still yield a significantly improved solution (relative to no formal optimization process at all), the local minimum may be a fully acceptable solution for the resources available (human time, money, computer time, etc.)...

O autorovi (2005)

JAMES C. SPALL is a member of the Principal Professional Staff at the Johns Hopkins University, Applied Physics Laboratory, and is the Chair of the Applied and Computational Mathematics Program within the Johns Hopkins School of Engineering. Dr. Spall has published extensively in the areas of control and statistics and holds two U.S. patents. Among other appointments, he is Associate Editor at Large for the IEEE Transactions on Automatic Control and Contributing Editor for the Current Index to Statistics. Dr. Spall has received numerous research and publications awards and is an elected Fellow of the Institute of Electrical and Electronics Engineers (IEEE).

Bibliografické údaje