Stochastic Approximation and Recursive Algorithms and Applications (2003)

Harold Kushner,G George Yin

ISBN 10: 0387008942 / ISBN 13: 9780387008943

Published by Springer July 2003, 2003

About this Item

used hardcover copy in illustrated boards, no jacket, as issued. light shelfwear, corners perhaps slightly bumped. pages and binding are clean, straight and tight. there are no marks to the text or other serious flaws.

Seller Inventory # 1453331

Bibliographic Details

• Title: Stochastic Approximation and Recursive Algorithms and Applications (2003)
• Publisher: Springer July 2003
• Publication Date: 2003
• Language: English
• ISBN 10: 0387008942
• ISBN 13: 9780387008943
• Binding: Hardcover
• Edition: 2nd Edition
• Condition: VG

About this title

Synopsis

The basic stochastic approximation algorithms introduced by Robbins and MonroandbyKieferandWolfowitzintheearly1950shavebeenthesubject of an enormous literature, both theoretical and applied. This is due to the large number of applications and the interesting theoretical issues in the analysis of “dynamically de?ned” stochastic processes. The basic paradigm is a stochastic di?erence equation such as ? = ? + Y , where ? takes n+1 n n n n its values in some Euclidean space,...

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