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Stochastic Recursive Algorithms for Optimization

483840
8 / 12096
出版日:2019/04/06 作者:Francisco J. Arag鏮; Miguel A. Goberna; Marco A. L鏕ez; Margarita M. L. Rodr璲uez  出版社:Springer Nature  裝訂:精裝
This textbook on nonlinear optimization focuses on model building, real world problems, and applications of optimization models to natural and social sciences. Organized into two parts, this book may
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Stochastic Geometry Analysis of Multi-antenna Wireless Networks
90 折
出版日:2019/04/06 作者:Xianghao Yu; Chang Li; Jun Zhang; Khaled B. Letaief  出版社:Springer-Verlag New York Inc  裝訂:精裝
This book presents a unified framework for the tractable analysis of large-scale, multi-antenna wireless networks using stochastic geometry. This mathematical analysis is essential for assessing and u
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Nonlinear Control and Filtering for Stochastic Networked Systems
90 折
出版日:2018/12/10 作者:Lifeng Ma; Zidong Wang and Yuming Bo  出版社:CRC Pr I Llc  裝訂:精裝
The book covers control and filtering problems for several classes of stochastic networked systems including stability, robustness, reliability, consensus performance, and/or disturbance attenuation l
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Applied Stochastic Differential Equations
90 折
出版日:2018/11/30 作者:Simo Särkkä  出版社:Cambridge Univ Pr  裝訂:精裝
Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and noisy phenomena in many disciplines. This book is motivated by applications of stochastic differential equations in target tracking and medical technology and, in particular, their use in methodologies such as filtering, smoothing, parameter estimation, and machine learning. It builds an intuitive hands-on understanding of what stochastic differential equations are all about, but also covers the essentials of Itô calculus, the central theorems in the field, and such approximation schemes as stochastic Runge–Kutta. Greater emphasis is given to solution methods than to analysis of theoretical properties of the equations. The book's practical approach assumes only prior understanding of ordinary differential equations. The numerous worked examples and end-of-chapter exercises include application-
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Applied Stochastic Differential Equations
滿額折
出版日:2018/11/30 作者:Simo Särkkä  出版社:Cambridge Univ Pr  裝訂:平裝
Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and noisy phenomena in many disciplines. This book is motivated by applications of stochastic differential equations in target tracking and medical technology and, in particular, their use in methodologies such as filtering, smoothing, parameter estimation, and machine learning. It builds an intuitive hands-on understanding of what stochastic differential equations are all about, but also covers the essentials of Itô calculus, the central theorems in the field, and such approximation schemes as stochastic Runge–Kutta. Greater emphasis is given to solution methods than to analysis of theoretical properties of the equations. The book's practical approach assumes only prior understanding of ordinary differential equations. The numerous worked examples and end-of-chapter exercises include application-
優惠價: 9 1696
無庫存
Econometric Analysis of Stochastic Dominance ― Concepts, Methods, Tools, and Applications
90 折
出版日:2018/10/31 作者:Yoon-Jae Whang  出版社:Cambridge Univ Pr  裝訂:精裝
This book offers an up-to-date, comprehensive coverage of stochastic dominance and its related concepts in a unified framework. A method for ordering probability distributions, stochastic dominance has grown in importance recently as a way to measure comparisons in welfare economics, inequality studies, health economics, insurance wages, and trade patterns. Whang pays particular attention to inferential methods and applications, citing and summarizing various empirical studies in order to relate the econometric methods with real applications and using computer codes to enable the practical implementation of these methods. Intuitive explanations throughout the book ensure that readers understand the basic technical tools of stochastic dominance.
優惠價: 9 3131
無庫存
出版日:2018/10/04 作者:Yujun Zheng; Xueqin Lu; Minxia Zhang; Shengyong Chen  出版社:Springer-Nature New York Inc  裝訂:精裝
This book introduces readers to the background, general framework, main operators, and other basic characteristics of biogeography-based optimization (BBO), which is an emerging branch of bio-inspired
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Optimization Techniques And Applications With Examples
90 折
出版日:2018/09/07 作者:Yang  出版社:John Wiley & Sons Inc  裝訂:精裝
A guide to modern optimization applications and techniques in newly emerging areas spanning optimization, data science, machine intelligence, engineering, and computer sciences Optimization Techn
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Simulation and Inference for Stochastic Processes With Yuima ― A Comprehensive R Framework for Sdes and Other Stochastic Processes
90 折
出版日:2018/06/30 作者:Stefano M. Iacus; Nakahiro Yoshida  出版社:Springer-Verlag New York Inc  裝訂:平裝
The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Lévy processes o
優惠價: 9 3038
無庫存
出版日:2018/05/31 作者:Emmanouil Amolochitis  出版社:River Publishers  裝訂:精裝
Algorithms and Applications for Academic Search, Recommendation and Quantitative Association Rule Mining presents novel algorithms for academic search, recommendation and association rule mining that
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Reduced-order Modelin grom for Simulation and Optimization ― Powerful Algorithms As Key Enablers for Scientific Computing
90 折
出版日:2018/04/20 作者:Winfried Keiper (EDT); Anja Milde (EDT); Stefan Volkwein (EDT)  出版社:Springer Verlag  裝訂:精裝
This edited monograph collects research contributions and addresses the advancement of efficient numerical procedures in the area of model order reduction (MOR) for simulation, optimization and contro
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Optimization of Behavioral, Biobehavioral, and Biomedical Interventions ― The Multiphase Optimization Strategy
90 折
出版日:2018/02/20 作者:Linda M. Collins  出版社:Springer Verlag  裝訂:精裝
This book presents a framework for development, optimization, and evaluation of behavioral, biobehavioral, and biomedical interventions. Behavioral, biobehavioral, and biomedical interventions are p
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出版日:2018/02/01 作者:Nancy Arana-daniel; Carlos Lopez-franco; Alma Y. Alanis  出版社:Butterworth-Heinemann  裝訂:平裝
Bio-inspired Algorithms for Engineering builds a bridge between the proposed bio-inspired algorithms developed in the past few decades and their applications in real-life problems, not only in an acad
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Quantum Monte Carlo Approaches for Correlated Systems
滿額折
出版日:2018/01/31 作者:Federico Becca  出版社:Cambridge Univ Pr  裝訂:精裝
Over the past several decades, computational approaches to studying strongly-interacting systems have become increasingly varied and sophisticated. This book provides a comprehensive introduction to state-of-the-art quantum Monte Carlo techniques relevant for applications in correlated systems. Providing a clear overview of variational wave functions, and featuring a detailed presentation of stochastic samplings including Markov chains and Langevin dynamics, which are developed into a discussion of Monte Carlo methods. The variational technique is described, from foundations to a detailed description of its algorithms. Further topics discussed include optimisation techniques, real-time dynamics and projection methods, including Green's function, reptation and auxiliary-field Monte Carlo, from basic definitions to advanced algorithms for efficient codes, and the book concludes with recent developments on the continuum space. Quantum Monte Carlo Approaches for Correlated Systems provides
優惠價: 9 3275
無庫存
出版日:2018/01/01 作者:Giora Maymon  出版社:Academic Pr  裝訂:平裝
Procedures for designing against fatigue in many products and structures make reference to crack propagation, however the stochastic behavior of this phenomena is not widely covered in publications. I
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Derivative-free and Blackbox Optimization
90 折
出版日:2017/12/13 作者:Charles Audet; Warren Hare  出版社:Springer Verlag  裝訂:精裝
This book is designed as a textbook, suitable for self-learning or for teaching an upper-year university course on derivative-free and blackbox optimization. The book is split into 5 parts and is desi
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Practical Algorithms for 3D Computer Graphics, Second EditionGraphics (2/e)
90 折
出版日:2017/10/09 作者:R.Stuart Ferguson  出版社:Routledge  裝訂:精裝
Practical Algorithms for 3D Computer Graphics, Second Edition covers the fundamental algorithms that are the core of all 3D computer graphics software packages. Using Core OpenGL and OpenGL ES, the bo
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出版日:2017/08/04 作者:Shigeyoshi Ogawa  出版社:Springer Verlag  裝訂:精裝
This book presents an elementary introduction to the theory of noncausal stochastic calculus that arises as a natural alternative to the standard theory of stochastic calculus founded in 1944 by Profe
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Signal Processing and Networking for Big Data Applications
90 折
出版日:2017/06/30 作者:Zhu Han  出版社:Cambridge Univ Pr  裝訂:精裝
This unique text helps make sense of big data in engineering applications using tools and techniques from signal processing. It presents fundamental signal processing theories and software implementations, reviews current research trends and challenges, and describes the techniques used for analysis, design and optimization. Readers will learn about key theoretical issues such as data modelling and representation, scalable and low-complexity information processing and optimization, tensor and sublinear algorithms, and deep learning and software architecture, and their application to a wide range of engineering scenarios. Applications discussed in detail include wireless networking, smart grid systems, and sensor networks and cloud computing. This is the ideal text for researchers and practising engineers wanting to solve practical problems involving large amounts of data, and for students looking to grasp the fundamentals of big data analytics.
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出版日:2017/06/12 作者:Richard W. Cottle; Mukund N. Thapa  出版社:Springer Verlag  裝訂:精裝
?This textbook on Linear and Nonlinear Optimization is intended for graduate and advanced undergraduate students in operations research and related fields. It is both literate and mathematically stron
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Optimization Of Energy Systems
90 折
出版日:2017/05/23 作者:Dincer  出版社:John Wiley & Sons Inc  裝訂:精裝
An essential resource for optimizing energy systems to enhance design capability, performance and sustainability Optimization of Energy Systems comprehensively describes the thermodynamic modelling, a
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Fundamentals of Stochastic Nature Sciences
90 折
出版日:2017/05/05 作者:Valery I. Klyatskin  出版社:Springer Verlag  裝訂:精裝
This book addresses the processes of stochastic structure formation in two-dimensional geophysical fluid dynamics based on statistical analysis of Gaussian random fields, as well as stochastic structu
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Full-Duplex Communications and Networks
90 折
出版日:2017/04/30 作者:Lingyang Song  出版社:Cambridge Univ Pr  裝訂:精裝
Learn about the key technologies and understand the state of the art in research for full-duplex communication networks and systems with this comprehensive and interdisciplinary guide. Incorporating physical, MAC, network, and application layer perspectives, it explains the fundamental theories on which full-duplex communications are built, and lays out the techniques needed for network design, analysis and optimization. Techniques covered in detail include self-interference cancellation and signal processing algorithms, physical layer algorithms, methods for efficient resource allocation, and game theory. Potential applications and networking schemes are discussed, including full-duplex cognitive radio networks, cooperative networks, and heterogeneous networks. The first book to focus exclusively on full-duplex communications, this is an indispensable reference for both researchers and practitioners designing the next generation of wireless networks.
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Multi-Objective Optimization ─ Techniques and Applications in Chemical Engineering
滿額折
出版日:2017/02/28 作者:Gade Pandu Rangaiah (EDT)  出版社:World Scientific Pub Co Inc  裝訂:精裝
Optimization is now essential in the design, planning and operation of chemical and related processes. Although process optimization for multiple objectives was studied in the 1970s and 1980s, it has
優惠價: 9 4529
無庫存
Glowworm Swarm Optimization ― Theory, Algorithms, and Applications
90 折
出版日:2017/01/18 作者:Krishnanand N. Kaipa; Debasish Ghose  出版社:Springer-Verlag New York Inc  裝訂:精裝
This book provides a comprehensive account of the glowworm swarm optimization (GSO) algorithm, including details of the underlying ideas, theoretical foundations, algorithm development, various applic
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Non-homogeneous Random Walks ― Lyapunov Function Methods for Near-critical Stochastic Systems
90 折
出版日:2016/12/31 作者:Mikhail Menshikov  出版社:Cambridge Univ Pr  裝訂:精裝
Stochastic systems provide powerful abstract models for a variety of important real-life applications: for example, power supply, traffic flow, data transmission. They (and the real systems they model) are often subject to phase transitions, behaving in one way when a parameter is below a certain critical value, then switching behaviour as soon as that critical value is reached. In a real system, we do not necessarily have control over all the parameter values, so it is important to know how to find critical points and to understand system behaviour near these points. This book is a modern presentation of the 'semimartingale' or 'Lyapunov function' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks. Applications treat near-critical stochastic systems and range across modern probability theory from stochastic billiards models to interacting particle systems. Spatially non-homogeneous random walks are explored in depth, as they provide prototy
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Advances in Metaheuristic Algorithms for Optimal Design of Structures
90 折
出版日:2016/11/17 作者:A. Kaveh  出版社:Springer Verlag  裝訂:精裝
This book presents efficient metaheuristic algorithms for optimal design of structures. Many of these algorithms are developed by the author and his colleagues, consisting of Democratic Particle Swarm
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Obstetric Clinical Algorithms
滿額折
出版日:2016/10/25 作者:Norwitz  出版社:John Wiley & Sons Inc  裝訂:平裝
Clinical management algorithms for common and unusual obstetric problems have been developed to help guide practitioners to the best treatment options for patients. In this quick-reference guide, clea
優惠價: 9 3076
無庫存
Uncertain Portfolio Optimization
90 折
出版日:2016/10/04 作者:Zhongfeng Qin  出版社:Springer Verlag  裝訂:精裝
This book provides a new modeling approach for portfolio optimization problems involving a lack of sufficient historical data. The content mainly reflects the author’s extensive work on uncertainty po
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Stochastic Porous Media Equations
90 折
出版日:2016/10/01 作者:Viorel Barbu; Giuseppe Da Prato; Michael Rockner  出版社:Springer Verlag  裝訂:平裝
Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturb
優惠價: 9 2430
無庫存
出版日:2016/09/01 作者:Osvaldo M. Querin; Mariano Victoria; Cristina Alonso Gordoa; Rub撟? Mart? Pascual Ansola  出版社:Academic Pr  裝訂:平裝
Topology Design Methods for Structural Optimization provides engineers with a basic set of design tools for the development of 2D and 3D structures subjected to single and multiple load cases and expe
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Stochastic Analysis for Finance With Simulations
90 折
出版日:2016/07/22 作者:Geon Ho Choe  出版社:Springer Verlag  裝訂:平裝
This book is an introduction to stochastic analysis and quantitative finance; it includes both theoretical and computational methods. Topics covered are stochastic calculus, option pricing, optimal po
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Elements of Stochastic Dynamics
滿額折
出版日:2016/07/03 作者:Guo-qiang Cai; Weiqiu Zhu  出版社:World Scientific Pub Co Inc  裝訂:精裝
Stochastic dynamics has been a subject of interest since the early 20th Century. Since then, much progress has been made in this field of study, and many modern applications for it have been found in
優惠價: 9 4131
無庫存
Partially Observed Markov Decision Processes ─ From Filtering to Controlled Sensing
90 折
出版日:2016/05/12 作者:Vikram Krishnamurthy  出版社:Cambridge Univ Pr  裝訂:精裝
Covering formulation, algorithms, and structural results, and linking theory to real-world applications in controlled sensing (including social learning, adaptive radars and sequential detection), this book focuses on the conceptual foundations of partially observed Markov decision processes (POMDPs). It emphasizes structural results in stochastic dynamic programming, enabling graduate students and researchers in engineering, operations research, and economics to understand the underlying unifying themes without getting weighed down by mathematical technicalities. Bringing together research from across the literature, the book provides an introduction to nonlinear filtering followed by a systematic development of stochastic dynamic programming, lattice programming and reinforcement learning for POMDPs. Questions addressed in the book include: when does a POMDP have a threshold optimal policy? When are myopic policies optimal? How do local and global decision makers interact in adaptive
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Optimization
90 折
出版日:2016/04/19 作者:Neustadt  出版社:Princeton Univ Pr  裝訂:精裝
This book presents a comprehensive treatment of necessary conditions for general optimization problems. The presentation is carried out in the context of a general theory for extremal problems in a to
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Extremal Optimization ─ Fundamentals, Algorithms, and Applications
90 折
出版日:2016/04/11 作者:Debbie Epstein; Rebecca Boden  出版社:Productivity Press  裝訂:精裝
The high demand in science and engineering communities requires more efficient and intelligent solutions to complex optimization problems dealing with a wide variety of real-world problems. This book
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Quantum Monte Carlo Methods ─ Algorithms for Lattice Models
滿額折
出版日:2016/03/31 作者:James Gubernatis  出版社:Cambridge Univ Pr  裝訂:精裝
Featuring detailed explanations of the major algorithms used in quantum Monte Carlo simulations, this is the first textbook of its kind to provide a pedagogical overview of the field and its applications. The book provides a comprehensive introduction to the Monte Carlo method, its use, and its foundations, and examines algorithms for the simulation of quantum many-body lattice problems at finite and zero temperature. These algorithms include continuous-time loop and cluster algorithms for quantum spins, determinant methods for simulating fermions, power methods for computing ground and excited states, and the variational Monte Carlo method. Also discussed are continuous-time algorithms for quantum impurity models and their use within dynamical mean-field theory, along with algorithms for analytically continuing imaginary-time quantum Monte Carlo data. The parallelization of Monte Carlo simulations is also addressed. This is an essential resource for graduate students, teachers, and re
優惠價: 9 3451
無庫存
Optimization Of Computer Networks - Modeling And Algorithms - A Hands-On Approach
90 折
出版日:2016/03/16 作者:Pavón Mariño  出版社:John Wiley & Sons Inc  裝訂:精裝
This book covers the design and optimization of computer networks applying a rigorous optimization methodology, applicable to any network technology. It is organized into two parts. In Part 1 th
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出版日:2016/03/08 作者:Pandian Vasant (EDT); Gerhard-Wilhelm Weber (EDT); Vo Ngoc Dieu (EDT)  出版社:Information Science Reference  裝訂:精裝
Modern optimization approaches have attracted many research scientists, decision makers and practicing researchers in recent years as powerful intelligent computational techniques for solving several
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出版日:2016/03/07 作者:Yasushi Ishikawa  出版社:De Gruyter  裝訂:精裝
This monograph is a concise introduction to the stochastic calculus of variations for processes with jumps. It is written for researchers and graduate students who are interested in Malliavin calculus
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