๐”– Scriptorium
โœฆ   LIBER   โœฆ
๐Ÿ“

Stochastic Approximation Algorithms and Applications

โœ Scribed by Harold J. Kushner, G. George Yin (auth.)

Publisher
Springer New York
Year
1997
Tongue
English
Leaves
432
Series
Applications of Mathematics 35
Category
Library
โฌ‡  Acquire This Volume

No coin nor oath required. For personal study only.

โœฆ Table of Contents

Front Matter....Pages i-xxi
Introduction: Applications and Issues....Pages 1-24
Applications to Learning, State Dependent Noise, and Queueing....Pages 25-46
Applications in Signal Processing and Adaptive Control....Pages 47-66
Mathematical Background....Pages 67-83
Convergence with Probability One: Martingale Difference Noise....Pages 85-133
Convergence with Probability One: Correlated Noise....Pages 135-184
Weak Convergence: Introduction....Pages 185-212
Weak Convergence Methods for General Algorithms....Pages 213-250
Applications: Proofs of Convergence....Pages 251-272
Rate of Convergence....Pages 273-325
Averaging of the Iterates....Pages 327-346
Distributed/Decentralized and Asynchronous Algorithms....Pages 347-391
Back Matter....Pages 393-417

โœฆ Subjects

Probability Theory and Stochastic Processes

๐Ÿ“œ SIMILAR VOLUMES

Stochastic Approximation Algorithms and
๐Ÿ“ Stochastic Approximation Algorithms and Applications
โœ Harold J. Kushner, G. George Yin (auth.) ๐Ÿ“‚ Library ๐Ÿ“… 1997 ๐Ÿ› Springer New York ๐ŸŒ English

The book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. There is a complete development of both probability one and weak convergence methods for very general noise processes. The p

Stochastic Approximation and Recursive A
๐Ÿ“ Stochastic Approximation and Recursive Algorithms and Applications
โœ Harold J. Kushner, G. George Yin ๐Ÿ“‚ Library ๐Ÿ“… 2003 ๐Ÿ› Springer ๐ŸŒ English

The book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. There is a complete development of both probability one and weak convergence methods for very general noise processes. The p

Stochastic Approximation and Recursive A
๐Ÿ“ Stochastic Approximation and Recursive Algorithms and Applications
โœ Harold J. Kushner, G. George Yin (auth.) ๐Ÿ“‚ Library ๐Ÿ“… 2003 ๐Ÿ› Springer-Verlag New York ๐ŸŒ English

<p><P></P><P>This revised and expanded second edition presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. There is a complete development of both probability one and weak convergence meth