Stochastic Approximation Algorithms and Applications (Applications of Mathematics, 35)

Harold J. Kushner

ISBN 10: 038794916X / ISBN 13: 9780387949161

Published by Springer-Verlag Telos, 1997

About this Item

A copy that has been read, remains in good condition. All pages are intact, and the cover is intact. The spine and cover show signs of wear. Pages can include notes and highlighting and show signs of wear, and the copy can include "From the library of" labels or previous owner inscriptions. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships via media mail.

Seller Inventory # OTV.038794916X.G

Bibliographic Details

• Title: Stochastic Approximation Algorithms and Applications (Applications of Mathematics, 35)
• Publisher: Springer-Verlag Telos
• Publication Date: 1997
• Language: English
• ISBN 10: 038794916X
• ISBN 13: 9780387949161
• Binding: Hardcover
• Condition: good

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