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Discrete Parameter OptimizationPublished in Springer London
2013
Pages: 151 - 166
In this chapter, we consider the case when optimization has to be performed over a parameter set that is discrete valued and has a finite number of points. We present adaptations of the SPSA and SF algorithms discussed previously using certain projection mappings. We consider here the case of a long-run average cost objective.
Topics: Discrete optimization (65)%65% related to the paper, Continuous optimization (59)%59% related to the paper, Vector optimization (59)%59% related to the paper, Global optimization (57)%57% related to the paper and Discrete-time stochastic process (56)%56% related to the paper
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About the journal
| Journal | Data powered by TypesetStochastic Recursive Algorithms for Optimization |
|---|---|
| Publisher | Data powered by TypesetSpringer London |
| Open Access | No |
Authors (1)
L. A. Prashanth- Stochastic Optimization in a Cumulative Prospect Theory Framework
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