Titre: Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability, 35)
�diteur: Springer
Date de parution: 2003
Langue: anglais
ISBN � 10 chiffres: 0387008942
ISBN � 13 chiffres: 9780387008943
Reliure: Couverture rigide
�dition: 2�me �dition
�tat de l'article: New

A propos de ce titre

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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