Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability (35))

Kushner, Harold, Yin, G. George

ISBN 10: 0387008942 / ISBN 13: 9780387008943

Edité par Springer, 2003

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N° de réf. du vendeur ERICA77303870089426

Détails bibliographiques

• Titre: Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability (35))
• Éditeur: Springer
• Date de parution: 2003
• Langue: anglais
• ISBN à 10 chiffres: 0387008942
• ISBN à 13 chiffres: 9780387008943
• Reliure: Hardcover
• Édition: 2ème Édition
• État de l'article: Like New
• Type de livre: book

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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.