Stochastic Approximation Algorithms and Applicatons (Applications of Mathematics)

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9780387949161: Stochastic Approximation Algorithms and Applicatons (Applications of Mathematics)
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Comprehensive development of the modern theory of stochastic approximation, or recursive stochastic algorithms, for both constrained and unconstrained problems, with step sizes that either go to zero or are constant and small. DLC: Stochastic approximation.

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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
New Hardcover Quantity Available: 1
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