Stochastic Recursive Algorithms for Optimization Simultaneous Perturbation Methods /

• Main Authors: Bhatnagar, S. (Author), Prasad, H.L (Author), Prashanth, L.A (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: London : Springer London : Imprint: Springer, 2013.
• Series: Lecture Notes in Control and Information Sciences, 434
• Subjects: 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...