DocumentCode
398204
Title
Stochastic search, optimization, and the simultaneous perturbation algorithm - a tutorial
Author
Spall, James C.
Author_Institution
Appl. Phys. Lab., Johns Hopkins Univ., Laurel, MD, USA
fYear
2003
fDate
30 Sept.-4 Oct. 2003
Firstpage
676
Lastpage
677
Abstract
We present a summary of a tutorial presentation related to stochastic methods for search and optimization. Such methods have wide applicability in the implementation and design of multiagent systems. The first part of the tutorial covers some general principles in stochastic search and optimization and the second part focuses on the "simultaneous perturbation stochastic approximation (SPSA)" algorithm, which is one popular method for search and optimization.
Keywords
multi-agent systems; optimisation; perturbation theory; search problems; stochastic processes; multiagent system; simultaneous perturbation stochastic approximation algorithm; stochastic optimization; stochastic search; Algorithm design and analysis; Approximation algorithms; Design optimization; Genetic algorithms; Machine learning; Multiagent systems; Optimization methods; Stochastic processes; Stochastic systems; Tutorial;
fLanguage
English
Publisher
ieee
Conference_Titel
Integration of Knowledge Intensive Multi-Agent Systems, 2003. International Conference on
Print_ISBN
0-7803-7958-6
Type
conf
DOI
10.1109/KIMAS.2003.1245120
Filename
1245120
Link To Document