Produktbild: Stochastic Optimization

Stochastic Optimization Estimation, Simulation, and Control

228,99 €

inkl. gesetzl. MwSt., Versandkostenfrei


Beschreibung

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

26.03.2003

Abbildungen

Charts: 18 B&W, 0 Color; Photos: 1 B&W, 0 Color; Tables: 36 B&W, 0 Color; Graphs: 29 B&W, 0 Color

Verlag

John Wiley & Sons Inc

Seitenzahl

618

Maße (L/B/H)

26/18,3/3,8 cm

Gewicht

1346 g

Auflage

1. Auflage

Sprache

Englisch

ISBN

978-0-471-33052-3

Beschreibung

Rezension


"...well written and accessible to a wide audience...a welcome addition to the control and optimization community." ( IEEE Control Systems Magazine , June 2005)

"...a step toward learning more about optimization techniques that often are not part of a statistician s training." ( Journal of the American Statistical Association , December 2004)

"...provides easy access to a very broad, but related, collection of topics..." ( Short Book Reviews , August 2004)

"Rather than simply present various stochastic search and optimization algorithms as a collection of distinct techniques, the book compares and contrasts the algorithms within a broader context of stochastic methods." ( Technometrics , August 2004, Vol. 46, No. 3)

Produktdetails

Einband

Gebundene Ausgabe

Erscheinungsdatum

26.03.2003

Abbildungen

Charts: 18 B&W, 0 Color; Photos: 1 B&W, 0 Color; Tables: 36 B&W, 0 Color; Graphs: 29 B&W, 0 Color

Verlag

John Wiley & Sons Inc

Seitenzahl

618

Maße (L/B/H)

26/18,3/3,8 cm

Gewicht

1346 g

Auflage

1. Auflage

Sprache

Englisch

ISBN

978-0-471-33052-3

Herstelleradresse

Libri GmbH
Europaallee 1
36244 Bad Hersfeld
DE

Email: gpsr@libri.de

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  • Produktbild: Stochastic Optimization
  • Preface.
     
    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.
     
    Appendix A. Selected Results from Multivariate Analysis.
     
    Appendix B. Some Basic Tests in Statistics.
     
    Appendix C. Probability Theory and Convergence.
     
    Appendix D. Random Number Generation.
     
    Appendix E. Markov Processes.
     
    Answers to Selected Exercises.
     
    References.
     
    Frequently Used Notation.
     
    Index.