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Stochastic Recursive Algorithms for Optimization

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Cover of 'Stochastic Recursive Algorithms for Optimization'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Deterministic Algorithms for Local Search
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    Chapter 3 Stochastic Approximation Algorithms
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    Chapter 4 Kiefer-Wolfowitz Algorithm
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    Chapter 5 Gradient Schemes with Simultaneous Perturbation Stochastic Approximation
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    Chapter 6 Smoothed Functional Gradient Schemes
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    Chapter 7 Newton-Based Simultaneous Perturbation Stochastic Approximation
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    Chapter 8 Newton-Based Smoothed Functional Algorithms
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    Chapter 9 Discrete Parameter Optimization
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    Chapter 10 Algorithms for Constrained Optimization
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    Chapter 11 Reinforcement Learning
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    Chapter 12 Service Systems
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    Chapter 13 Road Traffic Control
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    Chapter 14 Communication Networks
Attention for Chapter 5: Gradient Schemes with Simultaneous Perturbation Stochastic Approximation
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