Stochastic Approximation Algorithms and Applications

Kushner, Harold J.;Yin, George

ISBN 10: 038794916X / ISBN 13: 9780387949161

Published by Secaucus, New Jersey, U.S.A.: Springer Verlag, 1997

About this Item

hardcover in very good + condition. highlighting.

Seller Inventory # 7852

Bibliographic Details

• Title: Stochastic Approximation Algorithms and Applications
• Publisher: Secaucus, New Jersey, U.S.A.: Springer Verlag
• Publication Date: 1997
• Language: English
• ISBN 10: 038794916X
• ISBN 13: 9780387949161
• Binding: Hardcover
• Condition: Good
• Seller catalogs:
  • Mathematics

About this title

Synopsis

In recent years algorithms of the stochastic approximation type have found applications in new and diverse areas, and new techniques have been developed for proofs of convergence and rate of convergence. The actual and potential applications in signal processing have exploded. New challenges have arisen in applications to adaptive control. This book presents a thorough coverage of the ODE method used to analyze these algorithms.

Review

This is the most thorough mathematical treatment of SA (stochastic approximation) in existence. -- James C. Spall, IEEE Transactions on Automatic Control, May 1998