Stochastic Approximation (Paperback)

M.T. Wasan

ISBN 10: 0521604850 / ISBN 13: 9780521604857

Published by Cambridge University Press, Cambridge, 2004

About this Item

Paperback. 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. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Seller Inventory # 9780521604857

Bibliographic Details

• Title: Stochastic Approximation (Paperback)
• Publisher: Cambridge University Press, Cambridge
• Publication Date: 2004
• Language: English
• ISBN 10: 0521604850
• ISBN 13: 9780521604857
• Binding: Paperback
• Condition: new

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

Risks and uncertainties play a role in virtually all of our decisions. Quantitative models have so far been either too unrealistic or too complex. This graduate textbook presents modern models that are both realistic and tractable. All mathematical tools are related to real-life processes, ensuring accessibility to a wide audience.