|
|
|
|
|
|
|
|
1. |
Record Nr. |
UNINA9910807943703321 |
|
|
Autore |
Rubinstein Reuven Y |
|
|
Titolo |
Fast sequential Monte Carlo methods for counting and optimization / / Reuven Rubinstein, Ad Ridder, Radislav Vaisman |
|
|
|
|
|
|
|
Pubbl/distr/stampa |
|
|
Hoboken, New Jersey : , : John Wiley & Sons, Inc., , [2014] |
|
©2014 |
|
|
|
|
|
|
|
|
|
ISBN |
|
1-118-61235-3 |
1-118-61232-9 |
1-118-61231-0 |
|
|
|
|
|
|
|
|
Edizione |
[1st edition] |
|
|
|
|
|
Descrizione fisica |
|
1 online resource (208 p.) |
|
|
|
|
|
|
Collana |
|
Wiley series in probability and statistics |
|
|
|
|
|
|
Altri autori (Persone) |
|
RidderAd <1955-> |
VaismanRadislav |
|
|
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
Soggetti |
|
Mathematical optimization |
Monte Carlo method |
|
|
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Note generali |
|
Description based upon print version of record. |
|
|
|
|
|
|
Nota di bibliografia |
|
Includes bibliographical references and index. |
|
|
|
|
|
|
Nota di contenuto |
|
Cover; Title Page; Contents; Preface; Chapter 1 Introduction to Monte Carlo Methods; Chapter 2 Cross-Entropy Method; 2.1. Introduction; 2.2. Estimation of Rare-Event Probabilities; 2.3. Cross-Entrophy Method for Optimization; 2.3.1. The Multidimensional 0/1 Knapsack Problem; 2.3.2. Mastermind Game; 2.3.3. Markov Decision Process and Reinforcement Learning; 2.4. Continuous Optimization; 2.5. Noisy Optimization; 2.5.1. Stopping Criterion; Chapter 3 Minimum Cross-Entropy Method; 3.1. Introduction; 3.2. Classic MinxEnt Method; 3.3. Rare Events and MinxEnt; 3.4. Indicator MinxEnt Method |
3.4.1. Connection between CE and IME3.5. IME Method for Combinatorial Optimization; 3.5.1. Unconstrained Combinatorial Optimization; 3.5.2. Constrained Combinatorial Optimization: The Penalty Function Approach; Chapter 4 Splitting Method for Counting and Optimization; 4.1. Background; 4.2. Quick Glance at the Splitting Method; 4.3. Splitting Algorithm with Fixed Levels; 4.4. Adaptive Splitting Algorithm; 4.5. Sampling Uniformly on Discrete Regions; 4.6. Splitting Algorithm for Combinatorial Optimization; 4.7. Enhanced Splitting Method for Counting; 4.7.1. Counting with the Direct |
|
|
|
|