Items related to Stochastic Approximation: A Dynamical Systems Viewpoint...

Stochastic Approximation: A Dynamical Systems Viewpoint (Texts and Readings in Mathematics) - Hardcover

 
9788185931852: Stochastic Approximation: A Dynamical Systems Viewpoint (Texts and Readings in Mathematics)

This specific ISBN edition is currently not available.

Synopsis

This simple, compact toolkit for designing and analyzing stochastic approximation algorithms requires only a basic understanding of probability and differential equations. Although powerful, these algorithms have applications in control and communications engineering, artificial intelligence and economic modeling. Unique topics include finite-time behavior, multiple timescales and asynchronous implementation. There is a useful plethora of applications, each with concrete examples from engineering and economics. Notably it covers variants of stochastic gradient-based optimization schemes, fixed-point solvers, which are commonplace in learning algorithms for approximate dynamic programming, and some models of collective behavior.

"synopsis" may belong to another edition of this title.

Book Description

A toolkit for designing and analyzing algorithms, chosen and explained by an expert; applications to communication networks, artificial intelligence, econometrics.

About the Author

Vivek S. Borkar is dean of the School of Technology and Computer Science at the Tata Institute of Fundamental Research. A distinguished researcher in stochastic and adaptive control, he distils his deep knowledge and broad experience in this motivating book.

"About this title" may belong to another edition of this title.

(No Available Copies)

Search Books:



Create a Want

Can't find the book you're looking for? We'll keep searching for you. If one of our booksellers adds it to AbeBooks, we'll let you know!

Create a Want

Other Popular Editions of the Same Title