Stochastic Recursive Algorithms for Optimization: Simultaneous Perturbation Methods

This book presents algorithms for constrained and unconstrained optimization and for reinforcement learning. These are demonstrated in a wide range of applications including service systems, vehicular traffic control, communications networks and more.

Author: S. Bhatnagar,H. L. Prasad,L. a. Prashanth
Publisher: Springer
Published: 08/12/2012
Pages: 302
Binding Type: Paperback
Weight: 1.00lbs
Size: 9.21h x 6.14w x 0.67d
ISBN: 9781447142843

About the Author
All three authors have been extensively working in the area of stochastic control and optimization. S. Bhatnagar has worked for nearly 20 years in this area and has published extensively in both journals and conferences. This book in many ways summarizes the various strands of research that S.Bhatnagar has been involved in over the last decade. H.L.Prasad and Prashanth L.A. have been working in this area for over five years now and have been actively involved in various aspects of the research reported here. The entire book, in many ways, is a collection of the various strands of the research that has been primarily carried out by the authors themselves during the course of the last several years.