Books on random search

Last update: Tue Apr 18 11:49:35 EDT 2017

Luc's library has now opened its web doors to all McGill University students. The library is in fact my office (room 300N, McConnell Engineering Building), and the books are a subset of my private collection. Any McGill student may borrow any book at any time!

E.H.L. Aarts
J.K. Lenstra (eds)

Local Search in Combinatorial Optimization [Google]
John Wiley, Chichester, 1997.

G. Andreatta
F. Mason
P. Serafini (eds)

Stochastics in Combinatorial Optimization [Google]
World Scientific, Singapore, 1987.

F. Archetti
F. Maffioli (eds)

Stochastics and Optimization [Google]
J.C. Baltzer AG, Basel, 1984.

F. Archetti
G. Di Pillo
M. Lucertini

Stochastic Programming [Google]
Springer Verlag, Berlin, 1986.

N. Balakrishnan
V.B. Melas
S.M. Ermakov (eds)

Stochastic Simulation Methods [Google]
Birkhäuser, Boston, 2000.

A. Benveniste
M. Métivier
P. Priouret

Algorithmes adaptatifs et approximations stochastiques [Google]
Masson, Paris, 1987.

A. Benveniste
M. Métivier
P. Priouret

Adaptive Algorithms and Stochastic Approximation [Google]
Springer-Verlag, Berlin, 1990.

D.A. Berry
B. Fristedt

Bandit Problems [Google]
Chapman and Hall, London, 1985.

Vivek S. Borkar

Stochastic Approximation A Dynamical Systems Viewpoint [Google]
Cambridge University Press, Cambridge, UK, 2008.

R. Cairoli
R.C. Dalang

Sequential Stochastic Optimization [Google]
John Wiley, New York, 1995.

M. Duflo

Algorithmes Stochastiques [Google]
Springer-Verlag, Paris, 1996.

M. Duflo

Random Iterative Models [Google]
Springer-Verlag, Berlin, 1997.

C.A. Floudas
P.M. Pardalos (eds)

Recent Advances in Global Optimization [Google]
Princeton University Press, Princeton, NJ, 1992.

F. Glover
M. Laguna

Tabu Search [Google]
Kluwer Academic Publishers, Boston, 1997.

Juraj Hromkovic
Richard Kralovic
Marc Nunkesser
Peter Widmayer (eds)

Stochastic Algorithms: Foundations and Applications: 4th International Symposium, SAGA 2007, Zurich, Switzerland, September 13-14, 2007, Proceedings [Google]
Springer, Berlin, 2007.

H.J. Kushner
D.S. Clark

Stochastic Approximation Methods for Constrained and Unconstrained Systems [Google]
Springer-Verlag, New York, 1978.

H.J. Kushner
G.G. Yin

Stochastic Approximation Algorithms and Applications [Google]
Springer-Verlag, New York, 1997.

H.J. Kushner
G.G. Yin

Stochastic Approximation Algorithms and Applications [Google]
Springer-Verlag, New York, 1997.

L. Ljung
T. Söderström

Theory and Practice of Recursive Identification [Google]
MIT Press, Cambridge, MA, 1983.

L. Ljung
G. Pflug
H. Walk

Stochastic Approximation and Optimization of Random Systems [Google]
Birkhäuser, Basel, .

L. Ljung
G. Pflug
H. Walk

Stochastic Approximation and Optimization of Random Systems [Google]
Birkhäuser, Basel, .

Kurt Marti

Stochastic Optimization Methods [Google]
Springer-Verlag, Berlin, 2005.

Z. Michalewicz
D.B. Fogel

How to Solve It: Modern Heuristics [Google]
Springer-Verlag, New York, 2000.

J. Mockus

Bayesian Approach to Global Optimization [Google]
Kluwer Academic Publishers, Dordrecht, Netherlands, 1989.

A.S. Nemirovsky
D.D. Yudin

Problem Complexity and Method Efficiency in Optimization [Google]
Wiley-Interscience, New York, 1983.

I.A. Nevelson
R.Z. Has'minskii

Stochastic Approximation and Recursive Estimation [Google]
American Mathematical Society, Providence, RI, 1973.

J. Pintér

Global Optimization in Action [Google]
Kluwer Academic Publishers, Dordrecht, 1996.

A. Prékopa
R.J. Wets (eds)

Stochastic Programming '84 Part II [Google]
North-Holland, Amsterdam, 1986.

A. Prékopa
R.J. Wets (eds)

Stochastic Programming '84 Part I [Google]
North-Holland, Amsterdam, 1986.

L. Pronzato
H.P. Wynn
A.A. Zhigljavsky

Dynamical Search [Google]
Chapman and Hall, Boca Raton, FL, 2000.

R.Y. Rubinstein

Monte Carlo Optimization: Simulation and Sensitivity of Queueing Networks [Google]
John Wiley, New York, 1986.

R.Y. Rubinstein
A. Shapiro

Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method [Google]
Wiley & Sons, Chichester, 1993.

A. Ruszczynski
A. Shapiro (eds)

Handbooks in Operations Research and Management Science Volume 10 Stochastic Programming [Google]
North-Holland, Amsterdam, 2003.

H.-P. Schwefel
R. Männer (eds)

Parallel Problem Solving from Nature (PPSN I) [Google]
Springer-Verlag, Berlin, 1991.

H.-P. Schwefel

Evolution and Optimum Seeking [Google]
Wiley, New York, 1995.

James C. Spall

Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control [Google]
John Wiley, Hoboken, NJ, 2003.

William M. Spears

Evolutionary Algorithms [Google]
Springer-Verlag, Berlin, 2000.

G.Th. Timmer

Global Optimization: A Stochastic Approach (Ph.D. dissertation) [Google]
Centrum voor Wiskunde en Informatica, Amsterdam, 1984.

A. Törn
A. Zilinskas

Global Optimization [Google]
Springer Verlag, Berlin, 1989.

M.T. Wasan

Stochastic Approximation (stolen from Burkholder's course notes) [Google]
Cambridge University Press, Cambridge, 1969.

Osamu Watanabe
Thomas Zeugmann (eds)

Stochastic Algorithms: Foundations and Applications [Google]
Springer, 2009.

A.A. Zhigljavsky

Theory of Global Random Search [Google]
Kluwer Academic Publishers, Dordrecht, The Netherlands, 1991.


Luc Devroye
School of Computer Science
McGill University
Montreal, Canada H3A 2K6