Stochastic Recursive Algorithms for Optimization

Simultaneous Perturbation Methods

Authors:

ISBN: 978-1-4471-4284-3 (Print) 978-1-4471-4285-0 (Online)

Table of contents (14 chapters)

  1. Front Matter

    Pages 1-15

  2. Introduction to Stochastic Recursive Algorithms

    1. Front Matter

      Pages 1-2

    2. No Access

      Book Chapter

      Pages 3-12

      Introduction

    3. No Access

      Book Chapter

      Pages 13-15

      Deterministic Algorithms for Local Search

    4. No Access

      Book Chapter

      Pages 17-28

      Stochastic Approximation Algorithms

  3. Gradient Estimation Schemes

    1. Front Matter

      Pages 29-30

    2. No Access

      Book Chapter

      Pages 31-39

      Kiefer-Wolfowitz Algorithm

    3. No Access

      Book Chapter

      Pages 41-76

      Gradient Schemes with Simultaneous Perturbation Stochastic Approximation

    4. No Access

      Book Chapter

      Pages 77-102

      Smoothed Functional Gradient Schemes

  4. Hessian Estimation Schemes

    1. Front Matter

      Pages 103-104

    2. No Access

      Book Chapter

      Pages 105-131

      Newton-Based Simultaneous Perturbation Stochastic Approximation

    3. No Access

      Book Chapter

      Pages 133-148

      Newton-Based Smoothed Functional Algorithms

  5. Variations to the Basic Scheme

    1. Front Matter

      Pages 149-150

    2. No Access

      Book Chapter

      Pages 151-166

      Discrete Parameter Optimization

    3. No Access

      Book Chapter

      Pages 167-186

      Algorithms for Constrained Optimization

    4. No Access

      Book Chapter

      Pages 187-220

      Reinforcement Learning

  6. Applications

    1. Front Matter

      Pages 221-223

    2. No Access

      Book Chapter

      Pages 225-241

      Service Systems

    3. No Access

      Book Chapter

      Pages 243-255

      Road Traffic Control

    4. No Access

      Book Chapter

      Pages 257-280

      Communication Networks

  7. Back Matter

    Pages 0--1