Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability)

Kushner, Harold J.; Yin, G. George

ISBN 10: 1441918477 / ISBN 13: 9781441918475

Published by Springer, 2010

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Seller Inventory # ABLIING23Mar2411530293679

Bibliographic Details

• Title: Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability)
• Publisher: Springer
• Publication Date: 2010
• Language: English
• ISBN 10: 1441918477
• ISBN 13: 9781441918475
• Binding: Soft cover
• Edition: 2nd Edition
• Condition: New

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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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