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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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Book Description Springer-Verlag Telos, 1997. Hardcover. Condition: New. Never used!. Seller Inventory # P11038794916X
Book Description Springer-Verlag Telos, 1997. Condition: New. book. Seller Inventory # M038794916X