Title :
Stochastic search, optimization, and the simultaneous perturbation algorithm - a tutorial
Author_Institution :
Appl. Phys. Lab., Johns Hopkins Univ., Laurel, MD, USA
fDate :
30 Sept.-4 Oct. 2003
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;
Conference_Titel :
Integration of Knowledge Intensive Multi-Agent Systems, 2003. International Conference on
Print_ISBN :
0-7803-7958-6
DOI :
10.1109/KIMAS.2003.1245120
