LIBROS DEL AUTOR: l a prashanth

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  • Stochastic Recursive Algorithms for Optimization
    H.L. Prasad / L.A. Prashanth / S. Bhatnagar
    Stochastic 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...
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