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Stochastic Search and Optimization 1.0

  Date Added: March 22, 2013  |  Visits: 265

Stochastic Search and Optimization

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Introduction to Stochastic Search and Optimization is an overview of the principles, algorithms, and practical aspects of stochastic optimization, including applications drawn from engineering, statistics, and computer science. The book may serve as either a reference book for researchers and practitioners or as a textbook, the latter use being supported by exercises at the end of every chapter and appendix. The text covers a broad range of the most widely used stochastic methods, including:Random searchdlTE Recursive linear estimationdlTE Stochastic approximationdlTE Simulated annealingdlTE Genetic and evolutionary algorithmsdlTE Machine (reinforcement) learningdlTE Model selectiondlTE Simulation-based optimizationdlTE Markov chain Monte CarlodlTE Optimal experimental designThe MATLAB code here is in support of the book. Additional information on the book and MATLAB code is available at http://www.jhuapl.edu/ISSO/

Requirements: No special requirements
Platforms: Matlab
Keyword: Algorithms Annealing Approximation Designthe Estimation Evolutionary Genetic Includingrandom Learning Linear Machine Matlab Methods Model Recursive Reinforcement Search Selection Simulated Support
Users rating: 0/10

License: Freeware Size: 30.72 KB
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