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Stochastic Recursive Algorithms for Optimization

483840
5 / 12096
Stochastic Optimization in Continuous Time
90 折
出版日:2004/04/26 作者:Fwu-Ranq Chang  出版社:Cambridge Univ Pr  裝訂:精裝
First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics. The standard topics of many mathematics, economics and finance books are illustrated with real examples documented in the economic literature. Moreover, the book emphasises the dos and don'ts of stochastic calculus, cautioning the reader that certain results and intuitions cherished by many economists do not extend to stochastic models. A special chapter (Chapter 5) is devoted to exploring various methods of finding a closed-form representation of the value function of a stochastic control problem, which is essential for ascertaining the optimal policy functions. The book also includes many practice exercises for the reader. Notes and suggested readings are provided at the end of each chapter for more referen
優惠價: 9 2983
無庫存
A First Course in Combinatorial Optimization
90 折
出版日:2004/02/09 作者:Jon Lee  出版社:Cambridge Univ Pr  裝訂:平裝
A First Course in Combinatorial Optimization is a text for a one-semester introductory graduate-level course for students of operations research, mathematics, and computer science. It is a self-contained treatment of the subject, requiring only some mathematical maturity. Topics include: linear and integer programming, polytopes, matroids and matroid optimization, shortest paths, and network flows. Central to the exposition is the polyhedral viewpoint, which is the key principle underlying the successful integer-programming approach to combinatorial-optimization problems. Another key unifying topic is matroids. The author does not dwell on data structures and implementation details, preferring to focus on the key mathematical ideas that lead to useful models and algorithms. Problems and exercises are included throughout as well as references for further study.
優惠價: 9 2339
無庫存
A First Course in Combinatorial Optimization
90 折
出版日:2004/02/09 作者:Jon Lee  出版社:Cambridge Univ Pr  裝訂:精裝
A First Course in Combinatorial Optimization is a text for a one-semester introductory graduate-level course for students of operations research, mathematics, and computer science. It is a self-contained treatment of the subject, requiring only some mathematical maturity. Topics include: linear and integer programming, polytopes, matroids and matroid optimization, shortest paths, and network flows. Central to the exposition is the polyhedral viewpoint, which is the key principle underlying the successful integer-programming approach to combinatorial-optimization problems. Another key unifying topic is matroids. The author does not dwell on data structures and implementation details, preferring to focus on the key mathematical ideas that lead to useful models and algorithms. Problems and exercises are included throughout as well as references for further study.
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Performance Analysis Of Communication Systems - Modelling With Non-Markovian Stochastic Petri Nets
90 折
出版日:2000/04/04 作者:German  出版社:John Wiley & Sons Inc  裝訂:精裝
Provides a clear and systematic introduction to the use of stochastic Petri nets in communications systems engineering and the analysis techniques and algorithms used in performance evaluation.The fie
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出版日:1999/08/01 作者:Roman Murawski  出版社:Springer Verlag  裝訂:精裝
Recursive Functions and Metamathematics deals with problems of the completeness and decidability of theories, using as its main tool the theory of recursive functions. This theory is first introduc
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Interior Point Algorithms: Theory And Analysis
90 折
出版日:1997/08/11 作者:Ye  出版社:John Wiley & Sons Inc  裝訂:精裝
The first comprehensive review of the theory and practice of one of today's most powerful optimization techniques.The explosive growth of research into and development of interior point algorithms ove
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Introduction To Real-Time Imaging: A Guide For Engineers And Scientists
90 折
出版日:1995/02/10 作者:Dougherty  出版社:John Wiley & Sons Inc  裝訂:平裝
"An invaluable source for both imaging and software engineers, this practical guide thoroughly covers information in real-time systems, imaging, optimization, algorithms and hardware for image process
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出版日:2018/12/19 作者:Adam B. Levy  出版社:Springer Nature  裝訂:平裝
Numerical minimization of an objective function is analyzed in this book to understand solution algorithms for optimization problems. Multiset-mappings are introduced to engineer numerical minimizatio
優惠價: 1 3499
無庫存
Grid Optimal Integration of Electrical Vehicles ― Examples With Matlab Implementation
90 折
出版日:2018/02/13 作者:Andr廥 Ovalle; Ahmad Hably; Seddik Bacha  出版社:Springer-Verlag New York Inc  裝訂:精裝
This book is a compilation of recent research on distributed optimization algorithms for the integral load management of plug-in electric vehicle (PEV) fleets and their potential services to the elect
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出版日:2017/12/22 作者:Nita H. Shah (EDT); Mandeep Mittal (EDT)  出版社:Business Science Reference  裝訂:精裝
"This book explores the various methods for inventory control and management using optimization techniques, data mining concepts and genetic algorithms. It explores how inventory control and managemen
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出版日:2016/09/02 作者:Gregor Wiedemann  出版社:Vs Verlag Fur Sozialwissenschaften  裝訂:平裝
Gregor Wiedemann evaluates text mining applications for social science studies with respect to conceptual integration of consciously selected methods, systematic optimization of algorithms and workflo
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An Introduction to Continuous Optimization ─ Foundations and Fundamental Algorithms
滿額折
出版日:2016/07/20 作者:Michael Patriksson; Niclas Andreasson; Anton Evgrafov  出版社:Dover Pubns  裝訂:平裝
This text provides a basis for the analysis of optimization models and candidate optimal solutions, especially for continuous optimization models. The treatment focuses on the analysis and algebra tha
優惠價: 9 1024
無庫存
Optimization ─ Algorithms and Applications
90 折
出版日:2015/04/30 作者:Rajesh Kumar Arora  出版社:Productivity Press  裝訂:精裝
Useful for both students and practicing engineers, this book explains different solution techniques of optimization and clearly highlights their advantages and disadvantages. The author translates the
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Nonlinear Stochastic Systems With Network-induced Phenomena ― Recursive Filtering and Sliding-mode Design
90 折
出版日:2014/08/05 作者:Jun Hu; Zidong Wang; Huijun Gao  出版社:Springer Verlag  裝訂:精裝
This monograph introduces methods for handling filtering and control problems in nonlinear stochastic systems arising from network-induced phenomena consequent on limited communication capacity. Such
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Modern Stochastics and Applications
90 折
This volume presents an extensive overview of all major modern trends in applications of probability and stochastic analysis. It will be a great source of inspiration for designing new algorithms, mod
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Stochastic Resonance ― From Suprathreshold Stochastic Resonance to Stochastic Signal Quantization
滿額折
出版日:2012/10/25 作者:Mark D. McDonnell  出版社:Cambridge Univ Pr  裝訂:平裝
Stochastic resonance has been observed in many forms of systems, and has been hotly debated by scientists for over 30 years. Applications incorporating aspects of stochastic resonance may yet prove revolutionary in fields such as distributed sensor networks, nano-electronics, and biomedical prosthetics. Ideal for researchers in fields ranging from computational neuroscience through to electronic engineering, this book addresses in detail various theoretical aspects of stochastic quantization, in the context of the suprathreshold stochastic resonance effect. Initial chapters review stochastic resonance and outline some of the controversies and debates that have surrounded it. The book then discusses suprathreshold stochastic resonance, and its extension to more general models of stochastic signal quantization. Finally, it considers various constraints and tradeoffs in the performance of stochastic quantizers, before culminating with a chapter in the application of suprathreshold stochas
優惠價: 9 2690
無庫存
出版日:2011/12/21 作者:Martin Gr憌chel; Laszlo Lovasz; Alexander Schrijver  出版社:Springer Verlag  裝訂:平裝
This book develops geometric techniques for proving the polynomial time solvability of problems in convexity theory, geometry, and, in particular, combinatorial optimization. It offers a unifying appr
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出版日:2011/12/01 作者:Paul M. Farrelle  出版社:Springer-Verlag New York Inc  裝訂:平裝
Recursive Block Coding, a new image data compression technique that has its roots in noncausal models for 1d and 2d signals, is the subject of this book. The underlying theory provides a multitude of
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出版日:2011/08/04 作者:Igor Chikalov  出版社:Springer-Verlag New York Inc  裝訂:精裝
Decision tree is a widely used form of representing algorithms and knowledge. Compact data models and fast algorithms require optimization of tree complexity. This book is a research monograph on aver
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出版日:2010/12/07 作者:Jose-Luis Verdegay  出版社:Springer Verlag  裝訂:平裝
The aim of this volume is to show how Fuzzy Sets and Systems can help to provide robust and adaptive heuristic optimization algorithms in a variety of situations. The book presents the state of the ar
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Stochastic Global Optimization ― Techniques and Applications in Chemical Engineering
滿額折
出版日:2010/06/30 作者:Gade Pandu Rangaiah (EDT)  出版社:World Scientific Pub Co Inc  裝訂:精裝
Optimization has played a key role in the design, planning and operation of chemical and related processes, for several decades. Global optimization has been receiving considerable attention in the pa
優惠價: 9 4529
無庫存
Stochastic Resonance:From Suprathreshold Stochastic Resonance to Stochastic Signal Quantization
90 折
出版日:2008/10/27 作者:Mark D. McDonnell  出版社:Cambridge Univ Pr  裝訂:精裝
Stochastic resonance has been observed in many forms of systems, and has been hotly debated by scientists for over 30 years. Applications incorporating aspects of stochastic resonance may yet prove revolutionary in fields such as distributed sensor networks, nano-electronics, and biomedical prosthetics. Ideal for researchers in fields ranging from computational neuroscience through to electronic engineering, this book addresses in detail various theoretical aspects of stochastic quantization, in the context of the suprathreshold stochastic resonance effect. Initial chapters review stochastic resonance and outline some of the controversies and debates that have surrounded it. The book then discusses suprathreshold stochastic resonance, and its extension to more general models of stochastic signal quantization. Finally, it considers various constraints and tradeoffs in the performance of stochastic quantizers, before culminating with a chapter in the application of suprathreshold stochas
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
出版日:2003/08/01 作者:Jose-Luis Verdegay  出版社:Springer Verlag  裝訂:精裝
The aim of this volume is to show how Fuzzy Sets and Systems can help to provide robust and adaptive heuristic optimization algorithms in a variety of situations. The book presents the state of the ar
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
Trust Region Methods
90 折
出版日:2000/09/01 作者:Andrew R. Conn ; Nicholas I. M. Gould ; Philippe L. Toint  出版社:Cambridge University Press  裝訂:平裝
This is the first comprehensive reference on trust-region methods, a class of numerical algorithms for the solution of nonlinear convex optimization methods. Its unified treatment covers both unconstr
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Combinatorial Optimization ─ Algorithms and Complexity
滿額折
出版日:1998/01/29 作者:Christos H. Papadimitriou; Kenneth Steiglitz  出版社:Dover Pubns  裝訂:平裝
Thisgraduate-level text considers the Soviet ellipsoid algorithm for linear programming; efficient algorithms for network flow, matching, spanning trees, and matroids; the theory of NP-complete
優惠價: 9 1026
無庫存
Capital Theory Equilibrum Analysis And Recursive Utility
90 折
出版日:1997/04/26 作者:Becker  出版社:John Wiley & Sons Inc  裝訂:精裝
In Capital Theory and Equilibrium Analysis and Recursive Utility, Robert Becker and John Boyd have synthesized their previously unpublished work on recursive models.
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Introduction to Algorithms, fourth edition
79 折
出版日:2022/03/22 作者:Thomas H. Cormen  出版社:Mit Pr  裝訂:精裝
A comprehensive update of the leading algorithms text, with new material on matchings in bipartite graphs, online algorithms, machine learning, and other topics. Some books on algorithms are rigorous but incomplete; others cover masses of material but lack rigor. Introduction to Algorithms uniquely combines rigor and comprehensiveness. It covers a broad range of algorithms in depth, yet makes their design and analysis accessible to all levels of readers, with self-contained chapters and algorithms in pseudocode. Since the publication of the first edition, Introduction to Algorithms has become the leading algorithms text in universities worldwide as well as the standard reference for professionals. This fourth edition has been updated throughout. New for the fourth edition New chapters on matchings in bipartite graphs, online algorithms, and machine learningNew material on topics including solving recurrence equations, hash tables, potential functions, and suffix arrays140 new exerc
優惠價: 79 7110
無庫存
Finite Elements-based Optimization
90 折
出版日:2019/08/13 作者:S. Ratnajeevan H. Hoole and Yovahn Yesuraiyan R. Hoole  出版社:CRC Pr I Llc  裝訂:精裝
This book is intended to be a cookbook for students and researchers to understand the finite element method and optimization methods and couple them to effect shape optimization. The optimization part
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Stochastic Stability of Differential Equations in Abstract Spaces
90 折
出版日:2019/06/30 作者:Kai Liu  出版社:Cambridge Univ Pr  裝訂:平裝
The stability of stochastic differential equations in abstract, mainly Hilbert, spaces receives a unified treatment in this self-contained book. It covers basic theory as well as computational techniques for handling the stochastic stability of systems from mathematical, physical and biological problems. Its core material is divided into three parts devoted respectively to the stochastic stability of linear systems, non-linear systems, and time-delay systems. The focus is on stability of stochastic dynamical processes affected by white noise, which are described by partial differential equations such as the Navier–Stokes equations. A range of mathematicians and scientists, including those involved in numerical computation, will find this book useful. It is also ideal for engineers working on stochastic systems and their control, and researchers in mathematical physics or biology.
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Large-scale and Distributed Optimization
90 折
出版日:2018/11/12 作者:Pontus Giselsson (EDT); Anders Rantzer (EDT)  出版社:Springer Nature  裝訂:平裝
This book presents tools and methods for large-scale and distributed optimization. Since many methods in "Big Data" fields rely on solving large-scale optimization problems, often in distributed fashi
優惠價: 9 2573
無庫存
出版日:2018/11/03 作者:Qinyuan Liu; Zidong Wang; Xiao He  出版社:Springer Nature  裝訂:精裝
?Stochastic Control and Filtering over Constrained Communication Networks presents up-to-date research developments and novel methodologies on stochastic control and filtering for networked syste
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Recursive Macroeconomic Theory
79 折
出版日:2018/09/11 作者:Lars Ljungqvist; Thomas J. Sargent  出版社:Mit Pr  裝訂:精裝
The substantially revised fourth edition of a widely used text, offering both an introduction to recursive methods and advanced material, mixing tools and sample applications.Recursive methods provide
優惠價: 79 6162
無庫存
出版日:2018/09/05 作者:Kusum Deep (EDT); Madhu Jain (EDT); Said Salhi (EDT)  出版社:Springer Nature  裝訂:精裝
This book presents the latest developments and breakthroughs in fuzzy theory and performance prediction of queuing and reliability models by using the stochastic modeling and optimization theory. The
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Metaheuristics For Maritime Operations
90 折
出版日:2018/05/22 作者:Homayouni  出版社:John Wiley & Sons Inc  裝訂:精裝
Metaheuristic Algorithms in Maritime Operations Optimization focuses on the seaside and port side problems regarding the maritime transportation. The book reviews and introduces the most important pro
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Stochastic Geometry Analysis of Cellular Networks
90 折
出版日:2018/01/31 作者:Bartłomiej Błaszczyszyn  出版社:Cambridge Univ Pr  裝訂:精裝
Achieve faster and more efficient network design and optimization with this comprehensive guide. Some of the most prominent researchers in the field explain the very latest analytic techniques and results from stochastic geometry for modelling the signal-to-interference-plus-noise ratio (SINR) distribution in heterogeneous cellular networks. This book will help readers to understand the effects of combining different system deployment parameters on key performance indicators such as coverage and capacity, enabling the efficient allocation of simulation resources. In addition to covering results for network models based on the Poisson point process, this book presents recent results for when non-Poisson base station configurations appear Poisson, due to random propagation effects such as fading and shadowing, as well as non-Poisson models for base station configurations, with a focus on determinantal point processes and tractable approximation methods. Theoretical results are illustrate
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Theory And Statistical Applications Of Stochastic Processes
90 折
出版日:2017/12/04 作者:Mishura  出版社:John Wiley & Sons Inc  裝訂:精裝
This book is concerned with the theory of stochastic processes and the theoretical aspects of statistics for stochastic processes. It combines classic topics such as construction of stochastic process
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Optimization in Engineering ― Models and Algorithms
90 折
出版日:2017/07/23 作者:Antonio J. Conejo; Ramteen Sioshansi  出版社:Springer Verlag  裝訂:精裝
This textbook covers the fundamentals of optimization, including linear, mixed-integer linear, nonlinear, and dynamic optimization techniques, with a clear engineering focus. It carefully describes cl
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Operations Planning ― Mixed Integer Optimization Models
90 折
出版日:2017/03/30 作者:Joseph Geunes  出版社:CRC Pr I Llc  裝訂:平裝
A reference for those working at the interface of operations planning and optimization modeling, Operations Planning: Mixed Integer Optimization Models blends essential theory and powerful approaches
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Algorithms for Dummies
滿額折
出版日:2017/02/21 作者:John Paul Mueller; Luca Massaron  出版社:For Dummies  裝訂:平裝
Algorithms For Dummies addresses people who are interested in algorithms without requiring them to pursue a PhD on the subject. The idea is that we already live in a world where algorithms are behind
優惠價: 9 1026
無庫存
Controller Tuning With Evolutionary Multiobjective Optimization ― A Holistic Multiobjective Optimization Design Procedure
90 折
出版日:2016/11/15 作者:Gilberto Reynoso Meza; Xavier Blasco Ferragud; Javier Sanchis Saez; Dur? Juan Manuel Herrero  出版社:Springer Verlag  裝訂:精裝
This book is devoted to Multiobjective Optimization Design (MOOD) procedures for controller tuning applications, by means of Evolutionary Multiobjective Optimization (EMO). It presents developments in
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
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