Stochastic Approximation Algorithms and Applications - Couverture rigide

Kushner, H.J.; Yin, G.

 
9780387949161: Stochastic Approximation Algorithms and Applications

Synopsis

In recent years, algorithms of the stochastic approximation type have found applications in new and diverse areas and new techniques have been developed for proofs of convergence and rate of convergence. The actual and potential applications in signal processing have exploded. New challenges have arisen in applications to adaptive control. This book presents a thorough coverage of the ODE method used to analyze these algorithms.

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