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Stochastic Recursive Algorithms for Optimization

483838
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Recursive Models of Dynamic Linear Economies
90 折
出版日:2013/12/26 作者:Thomas J. Sargent  出版社:Princeton Univ Pr  裝訂:平裝
A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. In Recursive Models of Dynamic Linear Economies, Lars Peter Hansen and Thomas Sargent use these to
優惠價: 9 3078
無庫存
Adaptive Stochastic Optimization Techniques With Applications
90 折
出版日:2013/08/15 作者:James A. Momoh  出版社:Taylor & Francis  裝訂:精裝
This book presents new trends in optimization methods that can be used to handle the stochastic, predictive nature of large-scale system problems in power and energy. The author provides decision tool
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Evolutionary Optimization Algorithms: Biologocally-Inspired And Population-Based Approaches To Computer Intelligence
90 折
出版日:2013/04/12 作者:Simon  出版社:John Wiley & Sons Inc  裝訂:平裝
This book covers the theory, history, mathematics, and applications of evolutionary optimization algorithms. Most of these algorithms are motivated by biological processes. The algorithms that are dis
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出版日:2012/03/31 作者:David D. Yao; Hanqin Zhang (EDT); Xun Yu Zhou  出版社:Springer Verlag  裝訂:平裝
This books covers the broad range of research in stochastic models and optimization. Applications presented include networks, financial engineering, production planning, and supply chain management. E
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出版日:2010/09/14 作者:Maria Serna (EDT); Ronen Shaltiel (EDT); Klaus Jansen (EDT); Jose Rolim (EDT)  出版社:Springer-Verlag New York Inc  裝訂:平裝
This book constitutes the joint refereed proceedings of the 13th International Workshop on Approximation Algorithms for Combinatorial Optimization Problems, APPROX 2010, and the 14th International Wor
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Practical Optimization
90 折
出版日:2007/03/12 作者:Andreas Antoniou; Wu-Sheng Lu  出版社:Springer Verlag  裝訂:平裝
Practical Optimization: Algorithms and Engineering Applications is a hands-on treatment of the subject of optimization. A comprehensive set of problems and exercises makes the book suitable for use in
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Introduction to Stochastic Control Theory
滿額折
出版日:2006/01/06 作者:Karl J. Astrom  出版社:Dover Pubns  裝訂:平裝
This text for upper-level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear syste
優惠價: 9 614
無庫存
出版日:2005/10/16 作者:Chandra Chekuri (EDT); Klaus Jansen (EDT); Jose D. P. Rolim (EDT); Luca Trevisan (EDT)  出版社:Textstream  裝訂:平裝
This book constitutes the joint refereed proceedings of the 8th International Workshop on Approximation Algorithms for Combinatorial Optimization Problems, APPROX 2005 and the 9th International Worksh
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New Optimization Algorithms - In Physics And Computational Science
90 折
出版日:2004/06/11 作者:Hartmann  出版社:John Wiley & Sons Inc  裝訂:精裝
Many physicists are not aware of the fact that they can solve their problems by applying optimization algorithms. Since the number of such algorithms is steadily increasing, many new algorithms have n
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出版日:1998/11/01 作者:Janos Mayer  出版社:Taylor & Francis  裝訂:精裝
A computationally oriented comparison of solution algorithms for two stage and jointly chance constrained stochastic linear programming problems, this is the first book to present comparative computat
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Engineering Design Optimization
90 折
出版日:2021/10/31 作者:Joaquim R. R. A. Martins  出版社:Cambridge Univ Pr  裝訂:精裝
Based on course-tested material, this rigorous yet accessible graduate textbook covers both fundamental and advanced optimization theory and algorithms. It covers a wide range of numerical methods and topics, including both gradient-based and gradient-free algorithms, multidisciplinary design optimization, and uncertainty, with instruction on how to determine which algorithm should be used for a given application. It also provides an overview of models and how to prepare them for use with numerical optimization, including derivative computation. Over 400 high-quality visualizations and numerous examples facilitate understanding of the theory, and practical tips address common issues encountered in practical engineering design optimization and how to address them. Numerous end-of-chapter homework problems, progressing in difficulty, help put knowledge into practice. Accompanied online by a solutions manual for instructors and source code for problems, this is ideal for a one- or two-sem
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Optimization for Chemical and Biochemical Engineering:Theory, Algorithms, Modeling and Applications
90 折
出版日:2020/09/30 作者:Vassilios S. Vassiliadis  出版社:Cambridge Univ Pr  裝訂:精裝
Discover the subject of optimization in a new light with this modern and unique treatment. Includes a thorough exposition of applications and algorithms in sufficient detail for practical use, while providing you with all the necessary background in a self-contained manner. Features a deeper consideration of optimal control, global optimization, optimization under uncertainty, multiobjective optimization, mixed-integer programming and model predictive control. Presents a complete coverage of formulations and instances in modelling where optimization can be applied for quantitative decision-making. As a thorough grounding to the subject, covering everything from basic to advanced concepts and addressing real-life problems faced by modern industry, this is a perfect tool for advanced undergraduate and graduate courses in chemical and biochemical engineering.
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出版日:2018/03/23 作者:Bernhard Korte; Jens Vygen  出版社:Springer Verlag  裝訂:精裝
This comprehensive textbook on combinatorial optimization places special emphasis on theoretical results and algorithms with provably good performance, in contrast to heuristics. It is based
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Sustainable Logistics and Transportation ― Optimization Models and Algorithms
90 折
出版日:2018/01/30 作者:Didem Cinar (EDT); Konstantinos Gakis (EDT); Panos M. Pardalos (EDT)  出版社:Springer Verlag  裝訂:精裝
Focused on the logistics and transportation operations within a supply chain, this book brings together the latest models, algorithms, and optimization possibilities. Logistics and transportation prob
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Advanced Optimization by Nature-Inspired Algorithms
90 折
出版日:2017/07/11 作者:Omid Bozorg-Haddad (EDT)  出版社:Springer-Verlag New York Inc  裝訂:精裝
This book, compiles, presents, and explains the most important meta-heuristic and evolutionary optimization algorithms whose successful performance has been proven in different fields of engineering,
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Reversible and Quantum Circuits ― Optimization and Complexity Analysis
90 折
出版日:2016/06/14 作者:Nabila Abdessaied; Rolf Drechsler  出版社:Springer Verlag  裝訂:精裝
This book presents a new optimization flow for quantum circuits realization. At the reversible level, optimization algorithms are presented to reduce the quantum cost. Then, new mapping approaches to
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Molecular Dynamics ― With Deterministic and Stochastic Numerical Methods
90 折
出版日:2015/06/02 作者:Ben Leimkuhler; Charles Matthews  出版社:Springer Verlag  裝訂:精裝
This book describes the mathematical underpinnings of algorithms used for molecular dynamics simulation, including both deterministic and stochastic numerical methods. Molecular dynamics is one of the
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In operations research and computer science it is common practice to evaluate the performance of optimization algorithms on the basis of computational results, and the experimental approach should fol
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Communication Networks ─ An Optimization, Control, and Stochastic Networks Perspective
滿額折
出版日:2014/02/28 作者:R. Srikant  出版社:Cambridge Univ Pr  裝訂:精裝
Provides a modern mathematical approach to the design of communication networks for graduate students, blending control, optimization, and stochastic network theories. A broad range of performance analysis tools are discussed, including important advanced topics that have been made accessible to students for the first time. Taking a top-down approach to network protocol design, the authors begin with the deterministic model and progress to more sophisticated models. Network algorithms and protocols are tied closely to the theory, illustrating the practical engineering applications of each topic. The background behind the mathematical analyses is given before the formal proofs and is supported by worked examples, enabling students to understand the big picture before going into the detailed theory. End-of-chapter problems cover a range of difficulties, with complex problems broken into several parts, and hints to many problems are provided to guide students. Full solutions are available
優惠價: 9 2339
無庫存
出版日:2012/11/29 作者:Dong-ping Song  出版社:Springer Verlag  裝訂:精裝
Optimal Control and Optimization of Stochastic Supply Chain Systems examines its subject the context of the presence of a variety of uncertainties. Numerous examples with intuitive illustrations and t
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Stochastic Modeling and Optimization of Manufacturing Systems and Supply Chains
90 折
出版日:2012/10/31 作者:J. George Shanthikumar (EDT); David D. Yao (EDT); W. H. M. Zijm (EDT)  出版社:Springer Verlag  裝訂:平裝
The Editors have taken the occasion of Professor John A. Buzacott's retirement as a motivating event to develop this volume. The objectives of Stochastic Modeling And Optimization Of Manufacturing Sys
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出版日:2012/07/13 作者:Anupam Gupta (EDT); Klaus Jansen (EDT); Jose Rolim (EDT); Rocco Servedio (EDT)  出版社:Textstream  裝訂:平裝
This book constitutes the joint refereed proceedings of the 15th International Workshop on Approximation Algorithms for Combinatorial Optimization Problems, APPROX 2012, and the 16th International Wor
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出版日:2012/03/20 作者:Shuming Wang; Junzo Watada  出版社:Springer Verlag  裝訂:精裝
Covering in detail both theoretical and practical perspectives, this book is a self-contained and systematic depiction of current fuzzy stochastic optimization that deploys the fuzzy random variable a
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Stochastic global optimization is a very important subject, that has applications in virtually all areas of science and technology. Therefore there is nothing more opportune than writing a book about
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Variants of Evolutionary Algorithms for Real-World Applications
90 折
出版日:2011/11/11 作者:Raymond Chiong (EDT); Thomas Weise (EDT); Zbigniew Michalewicz (EDT)  出版社:Springer-Verlag New York Inc  裝訂:精裝
Evolutionary Algorithms (EAs) are population-based, stochastic search algorithms that mimic natural evolution. Due to their ability to find excellent solutions for conventionally hard and dynamic prob
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The Design of Approximation Algorithms
90 折
出版日:2011/04/26 作者:David P. Williamson  出版社:Cambridge Univ Pr  裝訂:精裝
Discrete optimization problems are everywhere, from traditional operations research planning (scheduling, facility location and network design); to computer science databases; to advertising issues in viral marketing. Yet most such problems are NP-hard; unless P = NP, there are no efficient algorithms to find optimal solutions. This book shows how to design approximation algorithms: efficient algorithms that find provably near-optimal solutions. The book is organized around central algorithmic techniques for designing approximation algorithms, including greedy and local search algorithms, dynamic programming, linear and semidefinite programming, and randomization. Each chapter in the first section is devoted to a single algorithmic technique applied to several different problems, with more sophisticated treatment in the second section. The book also covers methods for proving that optimization problems are hard to approximate. Designed as a textbook for graduate-level algorithm courses
優惠價: 9 3275
無庫存
Iterative Methods in Combinatorial Optimization
90 折
出版日:2011/04/18 作者:Lap Chi Lau  出版社:Cambridge Univ Pr  裝訂:精裝
With the advent of approximation algorithms for NP-hard combinatorial optimization problems, several techniques from exact optimization such as the primal-dual method have proven their staying power and versatility. This book describes a simple and powerful method that is iterative in essence and similarly useful in a variety of settings for exact and approximate optimization. The authors highlight the commonality and uses of this method to prove a variety of classical polyhedral results on matchings, trees, matroids and flows. The presentation style is elementary enough to be accessible to anyone with exposure to basic linear algebra and graph theory, making the book suitable for introductory courses in combinatorial optimization at the upper undergraduate and beginning graduate levels. Discussions of advanced applications illustrate their potential for future application in research in approximation algorithms.
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Iterative Methods in Combinatorial Optimization
90 折
出版日:2011/04/18 作者:Lap Chi Lau  出版社:Cambridge Univ Pr  裝訂:平裝
With the advent of approximation algorithms for NP-hard combinatorial optimization problems, several techniques from exact optimization such as the primal-dual method have proven their staying power and versatility. This book describes a simple and powerful method that is iterative in essence and similarly useful in a variety of settings for exact and approximate optimization. The authors highlight the commonality and uses of this method to prove a variety of classical polyhedral results on matchings, trees, matroids and flows. The presentation style is elementary enough to be accessible to anyone with exposure to basic linear algebra and graph theory, making the book suitable for introductory courses in combinatorial optimization at the upper undergraduate and beginning graduate levels. Discussions of advanced applications illustrate their potential for future application in research in approximation algorithms.
優惠價: 9 2398
無庫存
Theory of Randomized Search Heuristics — Foundations and Recent Developments
滿額折
出版日:2011/03/30 作者:Benjamin Doerr (EDT); Anne Auger (EDT)  出版社:World Scientific Pub Co Inc  裝訂:精裝
Randomized search heuristics such as evolutionary algorithms, genetic algorithms, evolution strategies, ant colony and particle swarm optimization turn out to be highly successful for optimization in
優惠價: 9 3825
無庫存
Experimental Methods for the Analysis of Optimization Algorithms
90 折
In operations research and computer science it is common practice to evaluate the performance of optimization algorithms on the basis of computational results, and the experimental approach should fol
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出版日:2010/10/27 作者:Debora Mahlke  出版社:Springer Verlag  裝訂:平裝
Motivated by practical optimization problems occurring in energy systems with regenerative energy supply, Debora Mahlke formulates and analyzes multistage stochastic mixed-integer models. For their so
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Continuous-Time Stochastic Control and Optimization With Financial Applications
90 折
出版日:2009/08/03 作者:Huyen Pham  出版社:Springer Verlag  裝訂:精裝
Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led t
優惠價: 9 2700
無庫存
This book constitutes the joint refereed proceedings of the 11th International Workshop on Approximation Algorithms for Combinatorial Optimization Problems, APPROX 2008 and the 12th International Work
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出版日:2008/05/09 作者:Enrique Alba; Bernabe Dorronsoro  出版社:Springer Verlag  裝訂:精裝
Cellular Genetic Algorithms defines a new class of optimization algorithms based on the concepts of structured populations and Genetic Algorithms (GAs). The authors explain and demonstrate the validi
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Discrete Optimization Algorithms ─ With Pascal Programs
滿額折
出版日:2006/12/15 作者:MacIej M. Syslo; Narsingh Deo; Janusz S. Kowalik  出版社:Dover Pubns  裝訂:平裝
Upper-level undergraduates and graduate students will benefit from this treatment of discrete optimization algorithms, which covers linear and integer programming. It offers ready-to-use computer prog
優惠價: 9 1024
無庫存
出版日:2006/01/30 作者:Jan A. Snyman  出版社:Springer Verlag  裝訂:平裝
This book presents basic optimization principles and gradient-based algorithms to a general audience, in a brief and easy-to-read form. It enables professionals to apply optimization theory to enginee
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Applications of Stochastic Programming
90 折
出版日:2005/06/01 作者:Edited by Stein W. Wallace ; William T. Ziemba  出版社:CAMBRIDGE UNIVERSITY PRESS  裝訂:平裝
In the words of editors Wallace (qualitative logistics, Molde U. College, Norway) and Ziemba (financial modeling and stochastic optimization, U. of British Columbia, Canada), stochastic programming "
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出版日:2004/09/16 作者:Holger H. Hoos; Thomas Stutzle  出版社:Elsevier Science Ltd  裝訂:精裝
Stochastic local search (SLS) algorithms are among the most prominent and successful techniques for solving computationally difficult problems in many areas of computer science and operations research
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Recursive Macroeconomic Theory
滿額折
出版日:2004/09/01 作者:Ljungqvist  出版社:THE MIT PRESS  裝訂:平裝
Recursive methods offer a powerful approach for characterizing and solving complicated problems in dynamic macroeconomics. Recursive Macroeconomic Theory provides both an introduction to recursive met
優惠價: 1 1800
無庫存
出版日:2002/10/01 作者:Han-Fu Chen  出版社:Springer Verlag  裝訂:平裝
This book presents the recent development of stochastic approximation algorithms with expanding truncations based on the TS (trajectory-subsequence) method, a newly developed method for convergence an
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