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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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- ÉditeurSpringer
- Date d'édition2010
- ISBN 10 1441918477
- ISBN 13 9781441918475
- ReliureBroché
- Langueanglais
- Numéro d'édition2
- Nombre de pages500
- Coordonnées du fabricantnon disponible
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Stochastic Approximation and Recursive Algorithms and Applications
Edité par
Springer New York Nov 2010, 2010
ISBN 10 : 1441918477
ISBN 13 : 9781441918475
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a thorough revision, although the main features and structure remain unchanged. It contains many additional applications and results as well as more detailed discussion. 500 pp. Englisch. N° de réf. du vendeur 9781441918475
Quantité disponible : 2 disponible(s)
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Stochastic Approximation and Recursive Algorithms and Applications
Edité par
Springer New York, 2010
ISBN 10 : 1441918477
ISBN 13 : 9781441918475
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a thorough revision, although the main features and stru. N° de réf. du vendeur 4172421
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Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. In English. N° de réf. du vendeur ria9781441918475_new
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Stochastic Approximation and Recursive Algorithms and Applications
Edité par
Springer New York, Springer US, 2010
ISBN 10 : 1441918477
ISBN 13 : 9781441918475
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 of a system, and the random vector Y is a function of n 'noise-corrupted' observations taken on the system when the parameter is set to . One recursively adjusts the parameter so that some goal is met n asymptotically. Thisbookisconcernedwiththequalitativeandasymptotic properties of such recursive algorithms in the diverse forms in which they arise in applications. There are analogous continuous time algorithms, but the conditions and proofs are generally very close to those for the discrete time case. The original work was motivated by the problem of nding a root of a continuous function g ( ), where the function is not known but the - perimenter is able to take 'noisy' measurements at any desired value of . Recursive methods for root nding are common in classical numerical analysis, and it is reasonable to expect that appropriate stochastic analogs would also perform well. N° de réf. du vendeur 9781441918475
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Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability)
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
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Etat : New. N° de réf. du vendeur ABLIING23Mar2411530293679
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Stochastic Approximation and Recursive Algorithms and Applications
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Paperback. Etat : Brand New. 2nd ed. edition. 474 pages. 8.82x6.06x1.42 inches. In Stock. N° de réf. du vendeur x-1441918477
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Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability, 35)
Edité par
Springer, 2010
ISBN 10 : 1441918477
ISBN 13 : 9781441918475
Ancien ou d'occasion
Paperback
Vendeur : Mispah books, Redhill, SURRE, Royaume-Uni
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Paperback. Etat : Like New. Like New. book. N° de réf. du vendeur ERICA80014419184776
Quantité disponible : 1 disponible(s)