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 algorithms and applications
โ Scribed by Harold J. Kushner, G. George Yin
- Publisher
- Springer
- Year
- 2003
- Tongue
- English
- Leaves
- 484
- Series
- Applications of Mathematics 35
- Edition
- 2nd
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
<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
This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a thorough revision, although the main features and structure remain unchanged. It contains many addit