Introduction to Stochastic Search and Optimization

DOI10.1002/0471722138zbMath1088.90002OpenAlexW203276351MaRDI QIDQ4417313

James C. Spall

Publication date: 28 July 2003

Full work available at URL: https://doi.org/10.1002/0471722138

zbMATH Keywords

stochastic approximationevolutionary computationstochastic gradientMarkov Chain Monte Carlo methodsdirect stochastic search

Mathematics Subject Classification ID

Stochastic programming (90C15) Search theory (90B40) Optimal stochastic control (93E20) Stochastic approximation (62L20) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

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