Stochastic Approximation Algorithms and Applicatons (Applications of Mathematics)

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9780387949161: Stochastic Approximation Algorithms and Applicatons (Applications of Mathematics)

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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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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Kushner, Harold J., Yin, George
Published by Springer-Verlag Telos (1997)
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Harold J. Kushner, George Yin
Published by Springer-Verlag Telos (1997)
ISBN 10: 038794916X ISBN 13: 9780387949161
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