Stochastic Approximation (Cambridge Tracts in Mathematics, Series Number 58) - Hardcover

Wasan, M. T.

Hardcover

ISBN 10: 0521073685 ISBN 13: 9780521073684

Publisher: Cambridge University Press, 1969

Synopsis

Stochastic approximation is a relatively new technique for studying the properties of an experimental situation; it has important applications in fields such as medicine and engineering. The subject can be treated either largely as a branch of pure mathematics, or else from an empirical and practical angle. In this book, Dr Wasan gives a rigorous mathematical treatment of the subject, drawing together the scattered results of a number of authors. He discusses the conditions under which the method gives a valid approximation to the required solution; methods for optimal choice of parameters to hasten convergence; the comparison of the method with other techniques. The discussion and proofs of theorems are given in enough detail to make them easy to follow, while a number of interesting examples show how the techniques may be applied in many fields.

About this title

Book Description

Stochastic approximation is a technique for studying the properties of an experimental situation; it has important applications in fields such as medicine and engineering. Dr Wasan gives a rigorous mathematical treatment of the subject. The discussion and proofs of theorems are easy to follow, while a number of interesting examples show how the techniques may be applied in many fields.

Edition details

• Publisher: Cambridge University Press
• Publication date: 1969
• Language: English
• ISBN 10: 0521073685
• ISBN 13: 9780521073684
• Binding: Hardcover
• Edition number: 1
• Number of pages: 212