Title
Stochastic Recursive Algorithms For Optimization: Simultaneous Perturbation Methods (Lecture Notes In Control And Information Sc,Used
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Stochastic Recursive Algorithms for Optimization presents algorithms for constrained and unconstrained optimization and for reinforcement learning. Efficient perturbation approaches form a thread unifying all the algorithms considered. Simultaneous perturbation stochastic approximation and smooth fractional estimators for gradient and Hessianbased methods are presented. These algorithms: are easily implemented; do not require an explicit system model; and work with real or simulated data.Chapters on their application in service systems, vehicular traffic control and communications networks illustrate this point. The book is selfcontained with necessary mathematical results placed in an appendix.The text provides easytouse, offtheshelf algorithms that are given detailed mathematical treatment so the material presented will be of significant interest to practitioners, academic researchers and graduate students alike. The breadth of applications makes the book appropriate for reader from similarly diverse backgrounds: workers in relevant areas of computer science, control engineering, management science, applied mathematics, industrial engineering and operations research will find the content of value.
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