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Stochastic Approximation Methods for Constrained and Unconstrained Systems
Kushner, Harold J.; Clark, D.S.
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Description for Stochastic Approximation Methods for Constrained and Unconstrained Systems
paperback. Series: Applied Mathematical Sciences. Num Pages: 273 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 14. Weight in Grams: 391.
The book deals with a powerful and convenient approach to a great variety of types of problems of the recursive monte-carlo or stochastic approximation type. Such recu- sive algorithms occur frequently in stochastic and adaptive control and optimization theory and in statistical esti- tion theory. Typically, a sequence {X } of estimates of a n parameter is obtained by means of some recursive statistical th st procedure. The n estimate is some function of the n_l estimate and of some new observational data, and the aim is to study the convergence, rate of convergence, and the pa- metric dependence and ... Read more
The book deals with a powerful and convenient approach to a great variety of types of problems of the recursive monte-carlo or stochastic approximation type. Such recu- sive algorithms occur frequently in stochastic and adaptive control and optimization theory and in statistical esti- tion theory. Typically, a sequence {X } of estimates of a n parameter is obtained by means of some recursive statistical th st procedure. The n estimate is some function of the n_l estimate and of some new observational data, and the aim is to study the convergence, rate of convergence, and the pa- metric dependence and ... Read more
Product Details
Format
Paperback
Publication date
1978
Publisher
Springer United States
Number of pages
273
Condition
New
Series
Applied Mathematical Sciences
Number of Pages
263
Place of Publication
New York, NY, United States
ISBN
9780387903415
SKU
V9780387903415
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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