Stochastic Approximation and Recursive Algorithms and Applications

✍ Scribed by Harold J. Kushner, G. George Yin

Publisher: Springer
Year: 2010
Tongue: English
Leaves: 497
Series: Stochastic Modelling and Applied Probability
Edition: 2nd ed.
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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 additional applications and results as well as more detailed discussion.

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