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 I-9780387008943

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Titre : Stochastic Approximation and Recursive ...

Éditeur : Springer

Date d'édition : 2003

Reliure : Couverture rigide

Etat : New

Edition : 2ème Édition

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Synopsis :

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.