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Stochastic Recursive Algorithms for Optimization

484225
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Stochastic Dominance and Applications to Finance, Risk and Economics
90 折
出版日:2009/10/15 作者:Songsak Sriboonchitta; Wing-keung Wong; Sompong Dhompongsa; Hung T. Nguyen  出版社:Chapman & Hall  裝訂:精裝
Drawing from many sources in the literature, Stochastic Dominance and Applications to Finance, Risk and Economics illustrates how stochastic dominance (SD) can be used as a method for risk assessment
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Optimality and Risk - Modern Trends in Mathematical Finance ─ The Kabanov Festschrift
90 折
出版日:2009/09/01 作者:Freddy Delbaen (EDT); Miklos Rasonyi (EDT); Christophe Stricker (EDT)  出版社:Springer Verlag  裝訂:精裝
Problems of stochastic optimization and various mathematical aspects of risk are the main themes of this contributed volume. The readers learn about the recent results and techniques of optimal invest
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出版日:2009/06/30 作者:Stephane Doncieux (EDT); Nicolas Bredeche (EDT); Jean-Baptiste Mouret (EDT)  出版社:Springer Verlag  裝訂:精裝
Evolutionary Algorithms (EAs) now provide mature optimization tools that have successfully been applied to many problems, from designing antennas to complete robots, and provided many human-competitiv
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Differential Evolution - Fundamentals And Applications In Electrical Engineering
90 折
出版日:2009/06/08 作者:Qing  出版社:John Wiley & Sons Inc  裝訂:精裝
Differential evolution is a very simple but very powerful stochastic optimizer. Since its inception, it has proved very efficient and robust in function optimization and has been applied to solve prob
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Metaheuristics: From Design To Implementation
90 折
出版日:2009/06/04 作者:Talbi  出版社:John Wiley & Sons Inc  裝訂:精裝
A unified view of metaheuristics This book provides a complete background on metaheuristics and shows readers how to design and implement efficient algorithms to solve complex optimization problems a
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Trends in Stochastic Analysis
90 折
出版日:2009/05/11 作者:Jochen Blath  出版社:Cambridge Univ Pr  裝訂:平裝
Presenting important trends in the field of stochastic analysis, this collection of thirteen articles provides an overview of recent developments and new results. Written by leading experts in the field, the articles cover a wide range of topics, ranging from an alternative set-up of rigorous probability to the sampling of conditioned diffusions. Applications in physics and biology are treated, with discussion of Feynman formulas, intermittency of Anderson models and genetic inference. A large number of the articles are topical surveys of probabilistic tools such as chaining techniques, and of research fields within stochastic analysis, including stochastic dynamics and multifractal analysis. Showcasing the diversity of research activities in the field, this book is essential reading for any student or researcher looking for a guide to modern trends in stochastic analysis and neighbouring fields.
優惠價: 9 3041
無庫存
Modeling and Reasoning With Bayesian Networks
90 折
出版日:2009/04/06 作者:Adnan Darwiche  出版社:Cambridge Univ Pr  裝訂:精裝
This book is a thorough introduction to the formal foundations and practical applications of Bayesian networks. It provides an extensive discussion of techniques for building Bayesian networks that model real-world situations, including techniques for synthesizing models from design, learning models from data, and debugging models using sensitivity analysis. It also treats exact and approximate inference algorithms at both theoretical and practical levels. The treatment of exact algorithms covers the main inference paradigms based on elimination and conditioning and includes advanced methods for compiling Bayesian networks, time-space tradeoffs, and exploiting local structure of massively connected networks. The treatment of approximate algorithms covers the main inference paradigms based on sampling and optimization and includes influential algorithms such as importance sampling, MCMC, and belief propagation. The author assumes very little background on the covered subjects, supplying
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Stochastic Dynamics Of Structures
90 折
出版日:2009/03/26 作者:Chen  出版社:John Wiley & Sons Inc  裝訂:精裝
In Stochastic Dynamics of Structures, Li and Chen present a unified view of the theory and techniques for stochastic dynamics analysis, prediction of reliability, and system control of structures wit
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Parallel Algorithms
90 折
出版日:2008/08/15 作者:Henri Casanova; Armand Legrand; Yves Robert  出版社:CRC Press UK  裝訂:精裝
Focusing on algorithms for distributed-memory parallel architectures, Parallel Algorithms presents a rigorous yet accessible treatment of theoretical models of parallel computation, parallel algorithm
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Optimal Reliability Design:Fundamentals and Applications
90 折
出版日:2006/11/23 作者:Way Kuo  出版社:Cambridge Univ Pr  裝訂:平裝
Optimal Reliability Design, first published in 2000, provides a detailed introduction to systems reliability and reliability optimization. Techniques for maximizing system reliability are described, focusing on component reliability enhancement and redundancy arrangement. The authors present several case studies and show how optimization techniques are applied in practice. They also pay particular attention to finding methods that give the optimal trade-off between reliability and cost. The book begins with a review of key background material, and a discussion of a range of optimization models. The authors go on to cover optimization tools, such as heuristics, discrete optimization, nonlinear programming, mixed integer programming, optimal arrangement, and metaheuristic algorithms. They also describe the computational implementation of these tools. Many numerical examples are included, and the book contains over 180 homework exercises. It is suitable as a textbook for graduate-level co
優惠價: 9 2515
無庫存
出版日:2006/06/07 作者:Wenyu Sun; Ya-Xiang Yuan  出版社:Springer Verlag  裝訂:平裝
Optimization Theory and Methods can be used as a textbook for an optimization course for graduates and senior undergraduates. It is the result of the author's teaching and research over the past decad
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Optimization Theory And Methods—Nonlinear Programming
90 折
出版日:2006/06/07 作者:Wenyu Sun; Ya-Xiang Yuan  出版社:Springer Verlag  裝訂:精裝
Optimization Theory and Methods can be used as a textbook for an optimization course for graduates and senior undergraduates. It is the result of the author's teaching and research over the past decad
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出版日:2006/04/15 作者:Thomas Bartz-beielstein  出版社:Springer-Verlag New York Inc  裝訂:精裝
This book introduces the new experimentalism in evolutionary computation, providing tools to understand algorithms and programs and their interaction with optimization problems. It develops and applie
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Algorithms in Java ― Graph Algorithms
90 折
出版日:2003/07/01 作者:Robert Sedgewick  出版社:Prentice Hall  裝訂:平裝
Once again, Robert Sedgewick provides a current and comprehensive introduction to important algorithms. The focus this time is on graph algorithms, which are increasingly critical for a wide range of
優惠價: 9 2430
無庫存
Introduction To Stochastic Search And Optimization: Estimation, Simulation, And Control
90 折
出版日:2003/03/26 作者:Spall  出版社:John Wiley & Sons Inc  裝訂:精裝
A unique interdisciplinary foundation for real-world problem solvingStochastic search and optimization techniques are used in a vast number of areas, including aerospace, medicine, transportation, and
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Parallel Algorithms for Regular Architectures
79 折
出版日:2003/01/01 作者:Russ Miller  出版社:Mit Pr  裝訂:平裝
Parallel Algorithms for Regular Architectures is the first book to concentrate exclusively on algorithms and paradigms for programming parallel computers such as the hypercube, mesh, pyramid, and mesh
Stochastic Integration with Jumps
90 折
出版日:2002/05/13 作者:Klaus Bichteler  出版社:Cambridge Univ Pr  裝訂:精裝
Stochastic processes with jumps and random measures are importance as drivers in applications like financial mathematics and signal processing. This 2002 text develops stochastic integration theory for both integrators (semimartingales) and random measures from a common point of view. Using some novel predictable controlling devices, the author furnishes the theory of stochastic differential equations driven by them, as well as their stability and numerical approximation theories. Highlights feature DCT and Egoroff's Theorem, as well as comprehensive analogs results from ordinary integration theory, for instance previsible envelopes and an algorithm computing stochastic integrals of càglàd integrands pathwise. Full proofs are given for all results, and motivation is stressed throughout. A large appendix contains most of the analysis that readers will need as a prerequisite. This will be an invaluable reference for graduate students and researchers in mathematics, physics, electrical en
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Algorithms for Minimization Without Derivatives
滿額折
出版日:2002/01/01 作者:R. P. Brent  出版社:Dover Pubns  裝訂:平裝
Outstanding text for graduate students and researchers proposes improvements to existing algorithms, extends their related mathematical theories, and offers details on new algorithms for approximating
優惠價: 9 511
無庫存
Algorithms in C ─ Graph Algorithms
90 折
出版日:2001/08/01 作者:Robert Sedgewick  出版社:Addison-Wesley Professional  裝訂:平裝
Once again, Robert Sedgewick provides a current and comprehensive introduction to important algorithms. The focus this time is on graph algorithms, which are increasingly critical for a wide range of
優惠價: 9 2633
無庫存
Optimal Reliability Design:Fundamentals and Applications
90 折
出版日:2000/12/14 作者:Way Kuo  出版社:Cambridge Univ Pr  裝訂:精裝
Optimal Reliability Design, first published in 2000, provides a detailed introduction to systems reliability and reliability optimization. Techniques for maximizing system reliability are described, focusing on component reliability enhancement and redundancy arrangement. The authors present several case studies and show how optimization techniques are applied in practice. They also pay particular attention to finding methods that give the optimal trade-off between reliability and cost. The book begins with a review of key background material, and a discussion of a range of optimization models. The authors go on to cover optimization tools, such as heuristics, discrete optimization, nonlinear programming, mixed integer programming, optimal arrangement, and metaheuristic algorithms. They also describe the computational implementation of these tools. Many numerical examples are included, and the book contains over 180 homework exercises. It is suitable as a textbook for graduate-level co
若需訂購本書,請電洽客服 02-25006600[分機130、131]。
Principles of Optimal Design:Modeling and Computation
90 折
出版日:2000/07/10 作者:Panos Y. Papalambros ; Douglass J. Wilde  出版社:CAMBRIDGE UNIVERSITY PRESS  裝訂:平裝
This second edition takes account of latest developments in optimization theory and practice. New material includes a discussion of trust region and convex approximation algorithms, how to construct o
優惠價: 9 1215
無庫存
Reliability Assessment Using Stochastic Finite Element Analysis
90 折
出版日:2000/05/08 作者:Haldar  出版社:John Wiley & Sons Inc  裝訂:精裝
The first complete guide to using the Stochastic Finite Element Method for reliability assessmentUnlike other analytical reliability estimation techniques, the Stochastic Finite Element Method (SFEM)
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Stochastic Processes
90 折
出版日:1999/07/01 作者:Emanuel Parzen  出版社:Cambridge University Press  裝訂:平裝
Ideal for courses aiming to give examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models. It introduces the methods of probability model building
優惠價: 9 2714
無庫存
Integer And Combinatorial Optimization
90 折
出版日:1999/06/24 作者:Nemhauser  出版社:John Wiley & Sons Inc  裝訂:平裝
Rave reviews for INTEGER AND COMBINATORIAL OPTIMIZATION"This book provides an excellent introduction and survey of traditional fields of combinatorial optimization . . . It is indeed one of the best a
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Stochastic Flows and Stochastic Differential Equations
90 折
出版日:1997/04/03 作者:Hiroshi Kunita  出版社:Cambridge Univ Pr  裝訂:平裝
The main purpose of this book is to give a systematic treatment of the theory of stochastic differential equations and stochastic flow of diffeomorphisms, and through the former to study the properties of stochastic flows. The classical theory was initiated by K. Itô and since then has been much developed. Professor Kunita's approach here is to regard the stochastic differential equation as a dynamical system driven by a random vector field, including thereby Itô's theory as a special case. The book can be used with advanced courses on probability theory or for self-study. The author begins with a discussion of Markov processes, martingales and Brownian motion, followed by a review of Itô's stochastic analysis. The next chapter deals with continuous semimartingales with spatial parameters, in order to study stochastic flow, and a generalisation of Ito's equation. Stochastic flows and their relation with this are generalised and considered in chapter 4. It is shown that solutions of a g
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Parallel Algorithms for Regular Architectures
79 折
出版日:1996/08/23 作者:Russ Miller  出版社:Mit Pr  裝訂:精裝
Parallel-Algorithms for Regular Architectures is the first book to concentrate exclusively on algorithms and paradigms for programming parallel computers such as the hypercube, mesh, pyramid, and mesh
Introductory Discrete Mathematics
滿額折
出版日:1996/07/01 作者:V. K. Balakrishnan  出版社:Dover Pubns  裝訂:平裝
This concise, undergraduate-level text focuses on combinatorics, graph theory with applications to some standard network optimization problems, and algorithms. Geared toward mathematics and computer s
優惠價: 9 684
無庫存
出版日:1996/06/01 作者:Denis Bosq; Hung T. Nguyen  出版社:Kluwer Academic Print on Demand  裝訂:精裝
This volume is an introduction to stochastic processes and their statistics. Basic stochastic processes are developed from real world situations to the need for generating mathematical models, while a
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出版日:1995/12/01 作者:Franco Flandoli  出版社:Taylor & Francis  裝訂:精裝
This volume considers the regularity theory of solutions to stochastic differential equations, and the existence of stochastic flows, Regularity properties are one of the main tools for the analysis o
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Randomized Algorithms
90 折
出版日:1995/08/25 作者:Rajeev Motwani  出版社:Cambridge Univ Pr  裝訂:精裝
For many applications a randomized algorithm is either the simplest algorithm available, or the fastest, or both. This tutorial presents the basic concepts in the design and analysis of randomized algorithms. The first part of the book presents tools from probability theory and probabilistic analysis that are recurrent in algorithmic applications. Algorithmic examples are given to illustrate the use of each tool in a concrete setting. In the second part of the book, each of the seven chapters focuses on one important area of application of randomized algorithms: data structures; geometric algorithms; graph algorithms; number theory; enumeration; parallel algorithms; and on-line algorithms. A comprehensive and representative selection of the algorithms in these areas is also given. This book should prove invaluable as a reference for researchers and professional programmers, as well as for students.
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Scheduling Theory & Its Applications
90 折
出版日:1995/07/24 作者:Chretienne  出版社:John Wiley & Sons Inc  裝訂:精裝
Covering deterministic scheduling, stochastic scheduling, and the probabilistic analysis of algorithms, this unusually broad view of the subject brings together tutorials, surveys and articles with or
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Stochastic Partial Differential Equations
90 折
出版日:1995/07/13 作者:Alison Etheridge  出版社:Cambridge Univ Pr  裝訂:平裝
Stochastic partial differential equations can be used in many areas of science to model complex systems that evolve over time. Their analysis is currently an area of much research interest. This book consists of papers given at the ICMS Edinburgh meeting held in 1994 on this topic, and it brings together some of the world's best known authorities on stochastic partial differential equations. Subjects covered include the stochastic Navier–Stokes equation, critical branching systems, population models, statistical dynamics, and ergodic properties of Markov semigroups. For all workers on stochastic partial differential equations this book will have much to offer.
優惠價: 9 3451
無庫存
Animated Algorithms
79 折
出版日:1993/08/17 作者:Scott Dynes  出版社:Mit Pr  裝訂:平裝
This hypermedia CD-ROM provides an ideal format for the visual explanation of complex algorithms contained in the text Introduction to Algorithms, by Thomas H. Cormen, Charles E. Leiserson, and Ronal
出版日:1992/07/01 作者:Sidney Resnick  出版社:Springer Verlag  裝訂:精裝
This textbook for first year graduate courses (usually called Stochastic Processes, Applied Probability, or Stochastic Modeling) is subtitled, The random world of Happy Harry, and is filled with exa
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Recursive Methods in Economic Dynamics
90 折
出版日:1989/10/10 作者:Nancy L. Stokey; Lucas Robert E. (EDT)  出版社:Harvard Univ Pr  裝訂:平裝
This rigorous but brilliantly lucid book presents a self-contained treatment of modern economic dynamics. Stokey, Lucas, and Prescott develop the basic methods of recursive analysis and illustrate th
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ARTIFICIAL INTELLIGENCE A SYSTEMS APPROACH
滿額折
作者:M. TIM JONES  出版社:INFINITY SCIENCE PRESS LLC  裝訂:精裝
1.Covers not only AI theory, but modern applications e.g., game programming, machine learning, swarming, artificial immune systems, genetic algorithms, pattern recognition, numerical optimization, dat
優惠價: 1 1200
無庫存
Control Systems and Reinforcement Learning
滿額折
出版日:2022/05/31 作者:Sean Meyn  出版社:Cambridge Univ Pr  裝訂:精裝
A high school student can create deep Q-learning code to control her robot, without any understanding of the meaning of 'deep' or 'Q', or why the code sometimes fails. This book is designed to explain the science behind reinforcement learning and optimal control in a way that is accessible to students with a background in calculus and matrix algebra. A unique focus is algorithm design to obtain the fastest possible speed of convergence for learning algorithms, along with insight into why reinforcement learning sometimes fails. Advanced stochastic process theory is avoided at the start by substituting random exploration with more intuitive deterministic probing for learning. Once these ideas are understood, it is not difficult to master techniques rooted in stochastic control. These topics are covered in the second part of the book, starting with Markov chain theory and ending with a fresh look at actor-critic methods for reinforcement learning.
優惠價: 9 2924
無庫存
Design Optimization using MATLAB and SOLIDWORKS
90 折
出版日:2021/05/31 作者:Krishnan Suresh  出版社:Cambridge Univ Pr  裝訂:精裝
A unique text integrating numerics, mathematics and applications to provide a hands-on approach to using optimization techniques, this mathematically accessible textbook emphasises conceptual understanding and importance of theorems rather than elaborate proofs. It allows students to develop fundamental optimization methods before delving into MATLAB®'s optimization toolbox, and to link MATLAB's results with the results from their own code. Following a practical approach, the text demonstrates several applications, from error-free analytic examples to truss (size) optimization, and 2D and 3D shape optimization, where numerical errors are inevitable. The principle of minimum potential energy is discussed to highlight the deep relationship between engineering and optimization. MATLAB code in every chapter illustrates key concepts and the text demonstrates the coupling between MATLAB and SOLIDWORKS® for design optimization. A wide variety of optimization problems are covered including con
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Piece-wise and Max-Type Difference Equations:Periodic and Eventually Periodic Solutions
90 折
出版日:2020/09/25 作者:Michael A. Radin  出版社:Chapman & Hall  裝訂:精裝
This book focuses on sequences as recursive relations and then transitions to periodic recursive patterns and eventually periodic recursive patterns. The aim of the author is to get students to unders
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Structured Dependence between Stochastic Processes
90 折
出版日:2020/07/31 作者:Tomasz R. Bielecki  出版社:Cambridge Univ Pr  裝訂:精裝
The relatively young theory of structured dependence between stochastic processes has many real-life applications in areas including finance, insurance, seismology, neuroscience, and genetics. With this monograph, the first to be devoted to the modeling of structured dependence between random processes, the authors not only meet the demand for a solid theoretical account but also develop a stochastic processes counterpart of the classical copula theory that exists for finite-dimensional random variables. Presenting both the technical aspects and the applications of the theory, this is a valuable reference for researchers and practitioners in the field, as well as for graduate students in pure and applied mathematics programs. Numerous theoretical examples are included, alongside examples of both current and potential applications, aimed at helping those who need to model structured dependence between dynamic random phenomena.
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