Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control
James C. Spall, The Johns Hopkins University Applied Physics Laboratory
John Wiley & Sons, Inc., 2003
ISBN: 0-471-33052-3;
Language: English
Intended as a reference for researchers and a textbook for students, this book discusses a broad range of methods in stochastic search and optimization. Methods covered include random search, recursive least squares, stochastic approximation, simulated annealing, evolutionary computation, and reinforcement learning.
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