Download or read book Stochastic Algorithms written by Andreas Albrecht and published by . This book was released on 2014-01-15 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Algorithms written by Kathleen Steinhofel and published by . This book was released on 2014-01-15 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Algorithms Foundations and Applications written by Juraj Hromkovič and published by Springer Science & Business Media. This book was released on 2007-09-06 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the 4th International Symposium on Stochastic Algorithms: Foundations and Applications, SAGA 2007. The nine revised full papers and five invited papers presented were carefully selected for inclusion in the book. The contributed papers included in this volume cover both theoretical as well as applied aspects of stochastic computations with a special focus on investigating the power of randomization in algorithmics.
Download or read book Stochastic Algorithms Foundations and Applications written by Kathleen Steinhöfel and published by Springer. This book was released on 2003-07-31 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt: SAGA 2001, the ?rst Symposium on Stochastic Algorithms, Foundations and Applications, took place on December 13–14, 2001 in Berlin, Germany. The present volume comprises contributed papers and four invited talks that were included in the ?nal program of the symposium. Stochastic algorithms constitute a general approach to ?nding approximate solutions to a wide variety of problems. Although there is no formal proof that stochastic algorithms perform better than deterministic ones, there is evidence by empirical observations that stochastic algorithms produce for a broad range of applications near-optimal solutions in a reasonable run-time. The symposium aims to provide a forum for presentation of original research in the design and analysis, experimental evaluation, and real-world application of stochastic algorithms. It focuses, in particular, on new algorithmic ideas invo- ing stochastic decisions and exploiting probabilistic properties of the underlying problem domain. The program of the symposium re?ects the e?ort to promote cooperation among practitioners and theoreticians and among algorithmic and complexity researchers of the ?eld. In this context, we would like to express our special gratitude to DaimlerChrysler AG for supporting SAGA 2001. The contributed papers included in the proceedings present results in the following areas: Network and distributed algorithms; local search methods for combinatorial optimization with application to constraint satisfaction problems, manufacturing systems, motor control unit calibration, and packing ?exible - jects; and computational learning theory.
Download or read book Stochastic Algorithms written by Kathleen Steinhöfel and published by . This book was released on 2001 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Algorithms Foundations and Applications written by Oleg B. Lupanov and published by Springer. This book was released on 2005-11-03 with total page 247 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the Third International Symposium on Stochastic Algorithms: Foundations and Applications, SAGA 2005, held in Moscow, Russia in October 2005. The 14 revised full papers presented together with 5 invited papers were carefully reviewed and selected for inclusion in the book. The contributed papers included in this volume cover both theoretical as well as applied aspects of stochastic computations whith a special focus on new algorithmic ideas involving stochastic decisions and the design and evaluation of stochastic algorithms within realistic scenarios.
Download or read book Stochastic Algorithms Foundations and Applications written by Andreas Albrecht and published by Springer. This book was released on 2003-11-20 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the Second International Symposium on Stochastic Algorithms: Foundations and Applications, SAGA 2003, held in Hatfield, UK in September 2003. The 12 revised full papers presented together with three invited papers were carefully reviewed and selected for inclusion in the book. Among the topics addressed are ant colony optimization, randomized algorithms for the intersection problem, local search for constraint satisfaction problems, randomized local search and combinatorial optimization, simulated annealing, probabilistic global search, network communication complexity, open shop scheduling, aircraft routing, traffic control, randomized straight-line programs, and stochastic automata and probabilistic transformations.
Download or read book Stochastic Algorithms Foundations and Applications written by Osamu Watanabe and published by Springer Science & Business Media. This book was released on 2009-10-05 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 5th Symposium on Stochastic Algorithms, Foundations and Applications (SAGA 2009) took place during October 26–28, 2009, at Hokkaido University, Sapporo(Japan).ThesymposiumwasorganizedbytheDivisionofComputerS- ence,GraduateSchoolofComputerScienceandTechnology,HokkaidoUniversity. It o?ered the opportunity to present original research on the design and analysis of randomized algorithms, random combinatorialstructures, implem- tation, experimental evaluation and real-world application of stochastic al- rithms/heuristics. In particular, the focus of the SAGA symposia series is on investigating the power of randomization in algorithms, and on the theory of stochastic processes especially within realistic scenarios and applications. Thus, the scope ofthe symposiumrangesfromthe study oftheoreticalfundamentals of randomizedcomputationtoexperimentalinvestigationsonalgorithms/heuristics and related stochastic processes. The SAGA symposium series is a biennial meeting. Previous SAGA s- posiatookplaceinBerlin,Germany(2001,LNCSvol.2264),Hat?eld,UK(2003, LNCS vol. 2827), Moscow, Russia (2005, LNCS vol. 3777), and Zur ¨ ich, Switz- land (2007, LNCS vol. 4665). This year 22 submissions were received, and the Program Committee selected 15 submissions for presentation. All papers were evaluated by at least three members of the ProgramCommittee, partly with the assistance of subreferees. The present volume contains the texts of the 15 papers presented at SAGA 2009, divided into groups of papers on learning, graphs, testing, optimization, and caching as well as on stochastic algorithms in bioinformatics.
Download or read book Stochastic Algorithms written by Andreas Albrecht and published by . This book was released on 2003 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Local Search written by Holger H. Hoos and published by Morgan Kaufmann. This book was released on 2005 with total page 678 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic local search (SLS) algorithms are among the most prominent and successful techniques for solving computationally difficult problems. Offering a systematic treatment of SLS algorithms, this book examines the general concepts and specific instances of SLS algorithms and considers their development, analysis and application.
Download or read book Stochastic Algorithms Foundations and Applications written by Hertfordshire SAGA 2003 (2003 : Hatfield, England) and published by Springer Science & Business Media. This book was released on 2003-09-16 with total page 176 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the Second International Symposium on Stochastic Algorithms: Foundations and Applications, SAGA 2003, held in Hatfield, UK in September 2003. The 12 revised full papers presented together with three invited papers were carefully reviewed and selected for inclusion in the book. Among the topics addressed are ant colony optimization, randomized algorithms for the intersection problem, local search for constraint satisfaction problems, randomized local search and combinatorial optimization, simulated annealing, probabilistic global search, network communication complexity, open shop scheduling, aircraft routing, traffic control, randomized straight-line programs, and stochastic automata and probabilistic transformations.
Download or read book Stochastic Algorithms Foundations and Applications written by Kathleen Steinhöfel and published by Springer. This book was released on 2001-12-05 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: SAGA 2001, the ?rst Symposium on Stochastic Algorithms, Foundations and Applications, took place on December 13–14, 2001 in Berlin, Germany. The present volume comprises contributed papers and four invited talks that were included in the ?nal program of the symposium. Stochastic algorithms constitute a general approach to ?nding approximate solutions to a wide variety of problems. Although there is no formal proof that stochastic algorithms perform better than deterministic ones, there is evidence by empirical observations that stochastic algorithms produce for a broad range of applications near-optimal solutions in a reasonable run-time. The symposium aims to provide a forum for presentation of original research in the design and analysis, experimental evaluation, and real-world application of stochastic algorithms. It focuses, in particular, on new algorithmic ideas invo- ing stochastic decisions and exploiting probabilistic properties of the underlying problem domain. The program of the symposium re?ects the e?ort to promote cooperation among practitioners and theoreticians and among algorithmic and complexity researchers of the ?eld. In this context, we would like to express our special gratitude to DaimlerChrysler AG for supporting SAGA 2001. The contributed papers included in the proceedings present results in the following areas: Network and distributed algorithms; local search methods for combinatorial optimization with application to constraint satisfaction problems, manufacturing systems, motor control unit calibration, and packing ?exible - jects; and computational learning theory.
Download or read book Foundations and Methods of Stochastic Simulation written by Barry Nelson and published by Springer Science & Business Media. This book was released on 2013-01-31 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: This graduate-level text covers modeling, programming and analysis of simulation experiments and provides a rigorous treatment of the foundations of simulation and why it works. It introduces object-oriented programming for simulation, covers both the probabilistic and statistical basis for simulation in a rigorous but accessible manner (providing all necessary background material); and provides a modern treatment of experiment design and analysis that goes beyond classical statistics. The book emphasizes essential foundations throughout, rather than providing a compendium of algorithms and theorems and prepares the reader to use simulation in research as well as practice. The book is a rigorous, but concise treatment, emphasizing lasting principles but also providing specific training in modeling, programming and analysis. In addition to teaching readers how to do simulation, it also prepares them to use simulation in their research; no other book does this. An online solutions manual for end of chapter exercises is also provided.
Download or read book Foundations of Deterministic and Stochastic Control written by Jon H. Davis and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 434 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This volume is a textbook on linear control systems with an emphasis on stochastic optimal control with solution methods using spectral factorization in line with the original approach of N. Wiener. Continuous-time and discrete-time versions are presented in parallel.... Two appendices introduce functional analytic concepts and probability theory, and there are 77 references and an index. The chapters (except for the last two) end with problems.... [T]he book presents in a clear way important concepts of control theory and can be used for teaching." —Zentralblatt Math "This is a textbook intended for use in courses on linear control and filtering and estimation on (advanced) levels. Its major purpose is an introduction to both deterministic and stochastic control and estimation. Topics are treated in both continuous time and discrete time versions.... Each chapter involves problems and exercises, and the book is supplemented by appendices, where fundamentals on Hilbert and Banach spaces, operator theory, and measure theoretic probability may be found. The book will be very useful for students, but also for a variety of specialists interested in deterministic and stochastic control and filtering." —Applications of Mathematics "The strength of the book under review lies in the choice of specialized topics it contains, which may not be found in this form elsewhere. Also, the first half would make a good standard course in linear control." —Journal of the Indian Institute of Science
Download or read book Stochastic Optimization written by Stanislav Uryasev and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been successfully used in a number of areas such as energy and production planning, telecommunications, and transportation. Recently, the practical experience gained in stochastic programming has been expanded to a much larger spectrum of applications including financial modeling, risk management, and probabilistic risk analysis. Major topics in this volume include: (1) advances in theory and implementation of stochastic programming algorithms; (2) sensitivity analysis of stochastic systems; (3) stochastic programming applications and other related topics. Audience: Researchers and academies working in optimization, computer modeling, operations research and financial engineering. The book is appropriate as supplementary reading in courses on optimization and financial engineering.
Download or read book Stochastic Approximation and Optimization of Random Systems written by L. Ljung and published by Birkhäuser. This book was released on 2012-12-06 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: The DMV seminar "Stochastische Approximation und Optimierung zufalliger Systeme" was held at Blaubeuren, 28. 5. -4. 6. 1989. The goal was to give an approach to theory and application of stochas tic approximation in view of optimization problems, especially in engineering systems. These notes are based on the seminar lectures. They consist of three parts: I. Foundations of stochastic approximation (H. Walk); n. Applicational aspects of stochastic approximation (G. PHug); In. Applications to adaptation :ugorithms (L. Ljung). The prerequisites for reading this book are basic knowledge in probability, mathematical statistics, optimization. We would like to thank Prof. M. Barner and Prof. G. Fischer for the or ganization of the seminar. We also thank the participants for their cooperation and our assistants and secretaries for typing the manuscript. November 1991 L. Ljung, G. PHug, H. Walk Table of contents I Foundations of stochastic approximation (H. Walk) §1 Almost sure convergence of stochastic approximation procedures 2 §2 Recursive methods for linear problems 17 §3 Stochastic optimization under stochastic constraints 22 §4 A learning model; recursive density estimation 27 §5 Invariance principles in stochastic approximation 30 §6 On the theory of large deviations 43 References for Part I 45 11 Applicational aspects of stochastic approximation (G. PHug) §7 Markovian stochastic optimization and stochastic approximation procedures 53 §8 Asymptotic distributions 71 §9 Stopping times 79 §1O Applications of stochastic approximation methods 80 References for Part II 90 III Applications to adaptation algorithms (L.
Download or read book Adaptive Algorithms and Stochastic Approximations written by Albert Benveniste and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: Adaptive systems are widely encountered in many applications ranging through adaptive filtering and more generally adaptive signal processing, systems identification and adaptive control, to pattern recognition and machine intelligence: adaptation is now recognised as keystone of "intelligence" within computerised systems. These diverse areas echo the classes of models which conveniently describe each corresponding system. Thus although there can hardly be a "general theory of adaptive systems" encompassing both the modelling task and the design of the adaptation procedure, nevertheless, these diverse issues have a major common component: namely the use of adaptive algorithms, also known as stochastic approximations in the mathematical statistics literature, that is to say the adaptation procedure (once all modelling problems have been resolved). The juxtaposition of these two expressions in the title reflects the ambition of the authors to produce a reference work, both for engineers who use these adaptive algorithms and for probabilists or statisticians who would like to study stochastic approximations in terms of problems arising from real applications. Hence the book is organised in two parts, the first one user-oriented, and the second providing the mathematical foundations to support the practice described in the first part. The book covers the topcis of convergence, convergence rate, permanent adaptation and tracking, change detection, and is illustrated by various realistic applications originating from these areas of applications.
