Stochastic Approximation and Recursive Algorithms and Applications - Couverture rigide

Livre 5 sur 30: Stochastic Modelling and Applied Probability

Kushner, Harold; Yin, G. George

 
9780387008943: Stochastic Approximation and Recursive Algorithms and Applications

Synopsis

The book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. The assumptions and proof methods are designed to cover the needs of recent applications. The development proceeds from simple to complex problems, allowing the underlying ideas to be more easily understood. Many examples illustrate the application of the theory. This second edition is a thorough revision, although the main features and the structure remain unchanged. It contains many additional applications and results, and more detailed discussion.

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Autres éditions populaires du même titre

9781441918475: Stochastic Approximation and Recursive Algorithms and Applications

Edition présentée

ISBN 10 :  1441918477 ISBN 13 :  9781441918475
Editeur : Springer, 2010
Couverture souple