Stochastic Approximation [Cambridge Tracts in Mathematics and Mathematical Physics No. 58]

Wasan, M. T.

ISBN 10: 0521073685 / ISBN 13: 9780521073684

Published by Cambridge University Press, London, 1969

About this Item

8vo, hardcover. Vg+ condition in vg+ dj. NOT ex-library. Prev. owner's name; Contents bright & clean, appears unread. Dust jacket's front flap corner-clipped. x, 202 p.

Seller Inventory # 1150630.33

Bibliographic Details

• Title: Stochastic Approximation [Cambridge Tracts in Mathematics and Mathematical Physics No. 58]
• Publisher: Cambridge University Press, London
• Publication Date: 1969
• Language: English
• ISBN 10: 0521073685
• ISBN 13: 9780521073684
• Binding: Hardcover
• Condition: Very Good
• Dust Jacket Condition: Dust Jacket Included

About this title

Synopsis

Stochastic approximation is a relatively new technique for studying the properties of an experimental situation; it has important applications in fields such as medicine and engineering. The subject can be treated either largely as a branch of pure mathematics, or else from an empirical and practical angle. In this book, Dr Wasan gives a rigorous mathematical treatment of the subject, drawing together the scattered results of a number of authors. He discusses the conditions under which the method gives a valid approximation to the required solution; methods for optimal choice of parameters to hasten convergence; the comparison of the method with other techniques. The discussion and proofs of theorems are given in enough detail to make them easy to follow, while a number of interesting examples show how the techniques may be applied in many fields.

Book Description

Stochastic approximation is a technique for studying the properties of an experimental situation; it has important applications in fields such as medicine and engineering. Dr Wasan gives a rigorous mathematical treatment of the subject. The discussion and proofs of theorems are easy to follow, while a number of interesting examples show how the techniques may be applied in many fields.