Stochastic approximation algorithms and applications.

Kushner, Harold J.:

ISBN 10: 038794916X / ISBN 13: 9780387949161

Published by New York, Springer, 1997

About this Item

XXI, 417 p. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. C-05457 9780387949161 Sprache: Englisch Gewicht in Gramm: 1150. Seller Inventory # 2491711

Bibliographic Details

Title: Stochastic approximation algorithms and ...

Publisher: New York, Springer

Publication Date: 1997

Binding: Hardcover

About this title

Synopsis:

Comprehensive development of the modern theory of stochastic approximation, or recursive stochastic algorithms, for both constrained and unconstrained problems, with step sizes that either go to zero or are constant and small. DLC: Stochastic approximation.

Review:

This is the most thorough mathematical treatment of SA (stochastic approximation) in existence. -- James C. Spall, IEEE Transactions on Automatic Control, May 1998