Stochastic Recursive Algorithms for Optimization Simultaneous Perturbation Methods /

• Κύριοι συγγραφείς: Bhatnagar, S. (Συγγραφέας), Prasad, H.L (Συγγραφέας), Prashanth, L.A (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: London : Springer London : Imprint: Springer, 2013.
• Σειρά: Lecture Notes in Control and Information Sciences, 434
• Θέματα: Engineering.; System theory.; Calculus of variations.; Control engineering.; Control.; Calculus of Variations and Optimal Control; Optimization.; Systems Theory, Control.

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 fr...