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Introduction to Stochastic Search and Optimization

Introduction to Stochastic Search and Optimization
Author: James C. Spall
ISBN 13: 9780471330523
ISBN 10: 471330523
Edition: 1
Publisher: Wiley-Interscience
Publication Date: 2003-03
Format: Hardcover
Pages: 618
List Price: $192.00

This graduate textbook describes the primary methods for solving search and optimization problems that have random noise or randomness, such as random search, recursive least squares, stochastic approximation, simulated annealing, evolutionary computation, and reinforcement learning. The book is designed to be accessible to those who will actually use the methods in practical settings (as well as to researchers). Prerequisites include a working knowledge of basic statistics and probability and knowledge of multivariate calculus and basic matrix algebra. Annotation ©2003 Book News, Inc., Portland, OR