Introduction to stochastic search and optimization : estimation, simulation, and control /

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Bibliographic Details
Author / Creator:Spall, James C.
Imprint:Hoboken, N.J. : J. Wiley, c2003.
Description:xx, 595 p. : ill. ; 26 cm.
Language:English
Series:Wiley-Interscience series in discrete mathematics and optimization
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/4857568
Hidden Bibliographic Details
ISBN:0471330523 (cloth : acid-free paper)
Notes:Includes bibliographical references (p. 558-579) and index.

MARC

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504 |a Includes bibliographical references (p. 558-579) and index. 
505 0 0 |g 1.  |t Stochastic Search and Optimization: Motivation and Supporting Results --  |g 2.  |t Direct Methods for Stochastic Search --  |g 3.  |t Recursive Estimation for Linear Models --  |g 4.  |t Stochastic Approximation for Nonlinear Root-Finding --  |g 5.  |t Stochastic Gradient Form of Stochastic Approximation --  |g 6.  |t Stochastic Approximation and the Finite-Difference Method --  |g 7.  |t Simultaneous Perturbation Stochastic Approximation --  |g 8.  |t Annealing-Type Algorithms --  |g 9.  |t Evolutionary Computation I: Genetic Algorithms --  |g 10.  |t Evolutionary Computation II: General Methods and Theory --  |g 11.  |t Reinforcement Learning via Temporal Differences --  |g 12.  |t Statistical Methods for Optimization in Discrete Problems --  |g 13.  |t Model Selection and Statistical Information --  |g 14.  |t Simulation-Based Optimization I: Regeneration, Common Random Numbers, and Selection Methods --  |g 15.  |t Simulation-Based Optimization II: Stochastic Gradient and Sample Path Methods --  |g 16.  |t Markov Chain Monte Carlo --  |g 17.  |t Optimal Design for Experimental Inputs --  |g App. A.  |t Selected Results from Multivariate Analysis --  |g App. B.  |t Some Basic Tests in Statistics --  |g App. C.  |t Probability Theory and Convergence --  |g App. D.  |t Random Number Generation --  |g App. E.  |t Markov Processes. 
650 0 |a Stochastic processes.  |0 http://id.loc.gov/authorities/subjects/sh85128181 
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