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Harold Kushner - Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability) (v. 35) - 9780387008943 - V9780387008943
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Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability) (v. 35)

€ 259.19
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Description for Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability) (v. 35) Hardcover. Presents a development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This book contains many applications and results as well as a detailed discussion. Series: Stochastic Modelling and Applied Probability. Num Pages: 500 pages, 9 black & white tables, biography. BIC Classification: PBWL; UYQM. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 164 x 33. Weight in Grams: 904. Series: Stochastic Modelling and Applied Probability. 498 pages, 1, black & white illustrations. Presents a development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This book contains many applications and results as well as a detailed discussion. Cateogry: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. BIC Classification: PBWL; UYQM. Dimension: 234 x 164 x 33. Weight: 874.
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, Y is a random variable, and the “step n size” > 0 is small and might go to zero as n??. In its simplest form, n ? is a parameter ... Read more

Product Details

Publisher
Springer
Format
Hardback
Publication date
2003
Series
Stochastic Modelling and Applied Probability
Condition
New
Weight
906g
Number of Pages
478
Place of Publication
New York, NY, United States
ISBN
9780387008943
SKU
V9780387008943
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

Reviews for Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability) (v. 35)
From the reviews of the second edition: "This is the second edition of an excellent book on stochastic approximation, recursive algorithms and applications … . Although the structure of the book has not been changed, the authors have thoroughly revised it and added additional material … ." (Evelyn Buckwar, Zentralblatt MATH, Vol. 1026, 2004) ... Read more

Goodreads reviews for Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability) (v. 35)


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