Stochastic Approximation and Recursive Algorithms and Applications (1997) (Stochastic Modelling and Applied Probability #35)
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- Synopsis
- The most comprehensive and thorough treatment of modern stochastic approximation type algorithms to date, based on powerful methods connected with that of the ODE. It covers general constrained and unconstrained problems, w.p.1 as well as the very successful weak convergence methods under weak conditions on the dynamics and noise processes, asymptotic properties and rates of convergence, iterate averaging methods, ergodic cost problems, state dependent noise, high dimensional problems, plus decentralized and asynchronous algorithms, and the use of methods of large deviations. Examples from many fields illustrate and motivate the techniques.
- Copyright:
- 1997
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9781489926968
- Related ISBNs:
- 9780387949161
- Publisher:
- Springer New York
- Date of Addition:
- 01/28/21
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.