Introduction to Stochastic Search and Optimization
From MaRDI portal
Publication:4417313
DOI10.1002/0471722138zbMath1088.90002MaRDI QIDQ4417313
Publication date: 28 July 2003
Full work available at URL: https://doi.org/10.1002/0471722138
stochastic approximation; evolutionary computation; stochastic gradient; Markov Chain Monte Carlo methods; direct stochastic search
90C15: Stochastic programming
90B40: Search theory
93E20: Optimal stochastic control
62L20: Stochastic approximation
90-02: Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming
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