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

Vivek S. Borkar

Hardcover

ISBN 10: 8185931852 ISBN 13: 9788185931852

Publisher: Hindustan Book Agency, 2009

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.

About 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.

Edition details

• Publisher: Hindustan Book Agency
• Publication date: 2009
• Language: English
• ISBN 10: 8185931852
• ISBN 13: 9788185931852
• Binding: Hardcover
• Number of pages: 174