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Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability) - Softcover
Synopsis
This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a thorough revision, although the main features and structure remain unchanged. It contains many additional applications and results as well as more detailed discussion.
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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 to cover the needs of recent applications. The development proceeds from simple to complex problems, allowing the underlying ideas to be more easily understood. Rate of convergence, iterate averaging, high-dimensional problems, stability-ODE methods, two time scale, asynchronous and decentralized algorithms, state-dependent noise, stability methods for correlated noise, perturbed test function methods, and large deviations methods are covered. Many motivating examples from learning theory, ergodic cost problems for discrete event systems, wireless communications, adaptive control, signal processing, and elsewhere illustrate the applications of the theory.
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 ... . I do not hesitate to conclude that this book is exceptionally well written. The literature citation is extensive, and pertinent to the topics at hand, throughout. This book could be well suited to those at the level of the graduate researcher and upwards." (A. C. Brooms, Journal of the Royal Statistical Society Series A: Statistics in Society, Vol. 169 (3), 2006)
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- PublisherSpringer
- Publication date2010
- ISBN 10 1441918477
- ISBN 13 9781441918475
- BindingPaperback
- LanguageEnglish
- Edition number2
- Number of pages500
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Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability). Second edition
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Condition: Fine. *Price HAS BEEN REDUCED by 10% until Monday, April 28 (sale item)* 2nd edition, 500 pp., paperback, a FAINT bump to upper corner of pages else fine. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Seller Inventory # ZB1307324
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Stochastic Approximation and Recursive Algorithms and Applications
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ISBN 10: 1441918477
ISBN 13: 9781441918475
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a thorough revision, although the main features and structure remain unchanged. It contains many additional applications and results as well as more detailed discussion. 500 pp. Englisch. Seller Inventory # 9781441918475
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Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability)
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Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability)
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Stochastic Approximation and Recursive Algorithms and Applications
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a thorough revision, although the main features and stru. Seller Inventory # 4172421
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Stochastic Approximation and Recursive Algorithms and Applications
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - The basic stochastic approximation algorithms introduced by Robbins and MonroandbyKieferandWolfowitzintheearly1950shavebeenthesubject of an enormous literature, both theoretical and applied. This is due to the large number of applications and the interesting theoretical issues in the analysis of 'dynamically de ned' stochastic processes. The basic paradigm is a stochastic di erence equation such as = + Y , where takes n+1 n n n n its values in some Euclidean space, Y is a random variable, and the 'step n size' > 0 is small and might go to zero as n . In its simplest form, n is a parameter of a system, and the random vector Y is a function of n 'noise-corrupted' observations taken on the system when the parameter is set to . One recursively adjusts the parameter so that some goal is met n asymptotically. Thisbookisconcernedwiththequalitativeandasymptotic properties of such recursive algorithms in the diverse forms in which they arise in applications. There are analogous continuous time algorithms, but the conditions and proofs are generally very close to those for the discrete time case. The original work was motivated by the problem of nding a root of a continuous function g ( ), where the function is not known but the - perimenter is able to take 'noisy' measurements at any desired value of . Recursive methods for root nding are common in classical numerical analysis, and it is reasonable to expect that appropriate stochastic analogs would also perform well. Seller Inventory # 9781441918475
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Stochastic Approximation and Recursive Algorithms and Applications
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Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability, 35)
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