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Author:   S. Bhatnagar ,  H.L. Prasad ,  L.A. Prashanth
Publisher:   Springer London Ltd
Imprint:   Springer London Ltd
Edition:   2013 ed.
Volume:   434
Dimensions:   Width: 15.50cm , Height: 1.70cm , Length: 23.50cm
Weight:   0.492kg
ISBN:  

9781447142843

ISBN 10:   1447142845
Pages:   302
Publication Date:   12 August 2012
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand  
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Table of Contents

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.

Reviews

From the reviews: The book under review summarizes the recent research on simultaneously perturbation problems. ... The book provides a coverage of the known material in stochastic optimizations, such that both researchers and practitioners should find it useful. The text is well understandable, the book is clearly written and impressively printed. Theorems and algorithms are emphasized in coloured frames. Therefore, the book can be used as material for lectures dedicated to master students. ... There are references at the end of every chapter. (Werner H. Schmidt, Zentralblatt MATH, Vol. 1260, 2013)

From the reviews: The book under review summarizes the recent research on simultaneously perturbation problems. ... The book provides a coverage of the known material in stochastic optimizations, such that both researchers and practitioners should find it useful. The text is well understandable, the book is clearly written and impressively printed. Theorems and algorithms are emphasized in coloured frames. Therefore, the book can be used as material for lectures dedicated to master students. ... There are references at the end of every chapter. (Werner H. Schmidt, Zentralblatt MATH, Vol. 1260, 2013)

Author Information

All three authors have been extensively working in the area of stochastic control and optimization. S. Bhatnagar has worked for nearly 20 years in this area and has published extensively in both journals and conferences. This book in many ways summarizes the various strands of research that S.Bhatnagar has been involved in over the last decade. H.L.Prasad and Prashanth L.A. have been working in this area for over five years now and have been actively involved in various aspects of the research reported here. The entire book, in many ways, is a collection of the various strands of the research that has been primarily carried out by the authors themselves during the course of the last several years.

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