Introduction to Stochastic Search and Optimization (Innbundet)

Estimation, Simulation, and Control

Serie: Wiley Series in Discrete Mathematics and Optimization 


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Innbinding: Innbundet
Utgivelsesår: 2003
Antall sider: 618
Forlag: John Wiley & Sons Inc
Språk: Engelsk
Serie: Wiley Series in Discrete Mathematics and Optimization
ISBN/EAN: 9780471330523
Kategori: Matematikk
Omtale Introduction to Stochastic Search and Optimization
A unique interdisciplinary foundation for real-world problem solving
Stochastic search and optimization techniques are used in a vast number of areas, including aerospace, medicine, transportation, and finance, to name but a few. Whether the goal is refining the design of a missile or aircraft, determining the effectiveness of a new drug, developing the most efficient timing strategies for traffic signals, or making investment decisions in order to increase profits, stochastic algorithms can help researchers and practitioners devise optimal solutions to countless real-world problems.
Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control is a graduate-level introduction to the principles, algorithms, and practical aspects of stochastic optimization, including applications drawn from engineering, statistics, and computer science. The treatment is both rigorous and broadly accessible, distinguishing this text from much of the current literature and providing students, researchers, and practitioners with a strong foundation for the often-daunting task of solving real-world problems.
The text covers a broad range of today s most widely used stochastic algorithms, including:
Random searchRecursive linear estimationStochastic approximationSimulated annealingGenetic and evolutionary methodsMachine (reinforcement) learningModel selectionSimulation-based optimizationMarkov chain Monte CarloOptimal experimental design
The book includes over 130 examples, Web links to software and data sets, more than 250 exercises for the reader, and an extensive list of references. These features help make the text an invaluable resource for those interested in the theory or practice of stochastic search and optimization.

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