Stochastic Approximation (Cambridge Tracts in Mathematics and Mathematical Physics, 58)

Wasan, M. T.

ISBN 10: 0521073685 / ISBN 13: 9780521073684

Published by Cambridge University Press, Cambridge, 1969

About this Item

First edition, first printing Octavo hardback. ix, 118 pp. Very Good + condition in Very Good dust jacket (clipped at top and bottom of front flap).

Seller Inventory # 52425

Bibliographic Details

• Title: Stochastic Approximation (Cambridge Tracts in Mathematics and Mathematical Physics, 58)
• Publisher: Cambridge University Press, Cambridge
• Publication Date: 1969
• Language: English
• ISBN 10: 0521073685
• ISBN 13: 9780521073684
• Binding: Hardcover
• Edition: 1st Edition
• Condition: Very Good+
• Dust Jacket Condition: Very Good
• Seller catalogs:
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  • Mathematics and Business Studies

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

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.