Courses Infomation

Introduction to Stochastic Search and Optimization by James C.Spall

Introduction to Stochastic Search and Optimization by James C.Spall

Archive Page

A unique interdisciplinary foundation for real-world problem solving

Stochastic search and optimization techniques are used in a vast number of areas, including aerospace, medicine, transportation, and finance, to name but a few. Whether the goal is refining the design of a missile or aircraft, determining the effectiveness of a new drug, developing the most efficient timing strategies for traffic signals, or making investment decisions in order to increase profits, stochastic algorithms can help researchers and practitioners devise optimal solutions to countless real-world problems.

Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control is a graduate-level introduction to the principles, algorithms, and practical aspects of stochastic optimization, including applications drawn from engineering, statistics, and computer science. The treatment is both rigorous and broadly accessible, distinguishing this text from much of the current literature and providing students, researchers, and practitioners with a strong foundation for the often-daunting task of solving real-world problems.

The text covers a broad range of today’s most widely used stochastic algorithms, including:

• Random search
• Recursive linear estimation
• Stochastic approximation
• Simulated annealing
• Genetic and evolutionary methods
• Machine (reinforcement) learning
• Model selection
• Simulation-based optimization
• Markov chain Monte Carlo
• Optimal experimental design

The book includes over 130 examples, Web links to software and data sets, more than 250 exercises for the reader, and an extensive list of references. These features help make the text an invaluable resource for those interested in the theory or practice of stochastic search and optimization.

Salepage : Introduction to Stochastic Search and Optimization by James C.Spall

About Author

James C. Spall

James C. Spall is a member of the Principal Professional Staff at the JHU Applied Physics Laboratory, is the Chair of the Applied and Computational Mathematics Program within the JHU School of Engineering, and is a Research Professor in the JHU Department of Applied Mathematics and Statistics. Dr. Spall has published extensively in the areas of control and statistics (including three books) and holds two U.S. patents for inventions in control systems. Among other appointments, he was the Program Chair for the 2007 IEEE Conference on Decision and Control and is a Senior Editor for the IEEE Transactions on Automatic Control and Contributing Editor for the Current Index to Statistics. Dr. Spall has received numerous research and publications awards and is a Fellow of IEEE, a member of the American Statistical Association, and a Fellow of the engineering honor society Tau Beta Pi. He won the EP Excellence in Teaching Award in 2006 and the Professor Joel Dean Award for Excellence in Teaching in the JHU Department of Applied Mathematics and Statistics in May 2017.

More From Categories : Others Methods