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003 | MX-SnUAN | ||
005 | 20160429154530.0 | ||
007 | cr nn 008mamaa | ||
008 | 150903s2013 xxk| o |||| 0|eng d | ||
020 |
_a9781447142850 _99781447142850 |
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024 | 7 |
_a10.1007/9781447142850 _2doi |
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035 | _avtls000339773 | ||
039 | 9 |
_a201509030840 _bVLOAD _c201404300405 _dVLOAD _y201402060943 _zstaff |
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_aMX-SnUAN _bspa _cMX-SnUAN _erda |
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050 | 4 | _aTJ212-225 | |
100 | 1 |
_aBhatnagar, S. _eautor _9316160 |
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245 | 1 | 0 |
_aStochastic Recursive Algorithms for Optimization : _bSimultaneous Perturbation Methods / _cby S. Bhatnagar, H.L. Prasad, L.A. Prashanth. |
264 | 1 |
_aLondon : _bSpringer London : _bImprint: Springer, _c2013. |
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300 |
_axviii, 302 páginas 12 ilustraciones _brecurso en línea. |
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336 |
_atexto _btxt _2rdacontent |
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337 |
_acomputadora _bc _2rdamedia |
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338 |
_arecurso en línea _bcr _2rdacarrier |
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347 |
_aarchivo de texto _bPDF _2rda |
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490 | 0 |
_aLecture Notes in Control and Information Sciences, _x0170-8643 ; _v434 |
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500 | _aSpringer eBooks | ||
505 | 0 | _aPart I: Introduction to Stochastic Recursive Algorithms -- Introduction -- Deterministic Algorithms for Local Search -- Stochastic Approximation Algorithms -- Part II: Gradient Estimation Schemes -- Kiefer-Wolfowitz Algorithm -- Gradient Schemes with Simultaneous Perturbation Stochastic Approximation -- Smoothed Functional Gradient Schemes -- Part III: Hessian Estimation Schemes -- Hessian Estimation with Simultaneous Perturbation Stochasti Approximation -- Smoothed Functional Hessian Schemes -- Part IV: Variations to the Basic Scheme -- Discrete Optimization -- Algorithms for Contrained Optimization -- Reinforcement Learning -- Part V: Applications -- Service Systems -- Road Traffic Control -- Communication Networks. | |
520 | _aStochastic Recursive Algorithms for Optimization presents algorithms for constrained and unconstrained optimization and for reinforcement learning. Efficient perturbation approaches form a thread unifying all the algorithms considered. Simultaneous perturbation stochastic approximation and smooth fractional estimators for gradient- and Hessian-based methods are presented. These algorithms: • are easily implemented; • do not require an explicit system model; and • work with real or simulated data. Chapters on their application in service systems, vehicular traffic control and communications networks illustrate this point. The book is self-contained with necessary mathematical results placed in an appendix. The text provides easy-to-use, off-the-shelf algorithms that are given detailed mathematical treatment so the material presented will be of significant interest to practitioners, academic researchers and graduate students alike. The breadth of applications makes the book appropriate for reader from similarly diverse backgrounds: workers in relevant areas of computer science, control engineering, management science, applied mathematics, industrial engineering and operations research will find the content of value. | ||
590 | _aPara consulta fuera de la UANL se requiere clave de acceso remoto. | ||
700 | 1 |
_aPrasad, H.L. _eautor _9316161 |
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700 | 1 |
_aPrashanth, L.A. _eautor _9316162 |
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710 | 2 |
_aSpringerLink (Servicio en línea) _9299170 |
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776 | 0 | 8 |
_iEdición impresa: _z9781447142843 |
856 | 4 | 0 |
_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-1-4471-4285-0 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL) |
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_c287122 _d287122 |