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 applications.
• Publisher: New York, Springer
• Publication Date: 1997
• Language: English
• ISBN 10: 038794916X
• ISBN 13: 9780387949161
• Binding: Hardcover
• Weight: 1150 grams
• Seller catalogs:
  • SA MATHEMATIK

About this title

Synopsis

In recent years algorithms of the stochastic approximation type have found applications in new and diverse areas, and new techniques have been developed for proofs of convergence and rate of convergence. The actual and potential applications in signal processing have exploded. New challenges have arisen in applications to adaptive control. This book presents a thorough coverage of the ODE method used to analyze these algorithms.

Review

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