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Stochastic Approximation and Recursive Algorithms and Applications
Kushner, Harold J.; Yin, G. George
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Description for Stochastic Approximation and Recursive Algorithms and Applications
paperback. Series: Stochastic Modelling and Applied Probability. Num Pages: 500 pages, 9 black & white tables, biography. BIC Classification: PBWL; UYQM. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 25. Weight in Grams: 759.
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
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
Format
Paperback
Publication date
2010
Publisher
Springer United States
Number of pages
500
Condition
New
Series
Stochastic Modelling and Applied Probability
Number of Pages
478
Place of Publication
New York, NY, United States
ISBN
9781441918475
SKU
V9781441918475
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Stochastic Approximation and Recursive Algorithms and Applications
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