Stochastic Approximation Algorithms and Applications (Applications of Mathematics, 35) - Hardcover

Harold J. Kushner

 
9780387949161: Stochastic Approximation Algorithms and Applications (Applications of Mathematics, 35)

Synopsis

In recent years algorithms of the stochastic approximation type have found applications in new and diverse areas, and new techniques have been developed for proofs of convergence and rate of convergence. The actual and potential applications in signal processing have exploded. New challenges have arisen in applications to adaptive control. This book presents a thorough coverage of the ODE method used to analyze these algorithms.

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Review

This is the most thorough mathematical treatment of SA (stochastic approximation) in existence. -- James C. Spall, IEEE Transactions on Automatic Control, May 1998

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