Learning Automata and Stochastic Optimization

✍ Scribed by A.S. Poznyak, K. Najim

Publisher: Springer
Year: 1997
Tongue: English
Leaves: 216
Series: Lecture Notes in Control and Information Sciences
Edition: 1
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

In the last decade there has been a steadily growing need for and interest in computational methods for solving stochastic optimization problems with or wihout constraints. Optimization techniques have been gaining greater acceptance in many industrial applications, and learning systems have made a significant impact on engineering problems in many areas, including modelling, control, optimization, pattern recognition, signal processing and diagnosis. Learning automata have an advantage over other methods in being applicable across a wide range of functions. Featuring new and efficient learning techniques for stochastic optimization, and with examples illustrating the practical application of these techniques, this volume will be of benefit to practicing control engineers and to graduate students taking courses in optimization, control theory or statistics.

✦ Table of Contents

front-matter......Page 1
1Introduction......Page 10
2Stochastic optimization......Page 12
3On learning automata......Page 36
4Unconstrained optimization problems......Page 52
5Constrained optimization problems......Page 116
6Optimization of nonstationary functions......Page 170
back-matter......Page 200

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