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Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability) - Softcover
Synopsis
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 proofs of convergence use the ODE method, the most powerful to date, with which the asymptotic behavior is characterized by the limit behavior of a mean ODE....
From the Back Cover
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 methods for very general noise processes. The proofs of convergence use the ODE method, the most powerful to date. The assumptions and proof methods are designed...
Review
From the reviews of the second edition:
"This is the second edition of an excellent book on stochastic approximation, recursive algorithms and applications ... . Although the structure of the book has not been changed, the authors have thoroughly revised it and added additional material ... ." (Evelyn Buckwar, Zentralblatt MATH, Vol. 1026, 2004)
"The book attempts to convince that ... algorithms naturally arise in many application areas...
"About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date2009
- ISBN 10 0387891196
- ISBN 13 9780387891194
- BindingPerfect Paperback
- LanguageEnglish
- Edition number2
- Number of pages500
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