Stochastic Approximation and Optimization of Random Systems

Language: English

Published by Birkhäuser, Birkhäuser Mär 1992, 1992

3764327332 / 9783764327330

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This item is printed on demand - Print on Demand Titel. Neuware -The DMV seminar 'Stochastische Approximation und Optimierung zufalliger Systeme' was held at Blaubeuren, 28. 5. -4. 6. 1989. The goal was to give an approach to theory and application of stochas tic approximation in view of optimization problems, especially in engineering systems. These notes are based on the seminar lectures. They consist of three parts: I. Foundations of stochastic approximation (H. Walk); n. Applicational aspects of stochastic approximation (G. PHug); In. Applications to adaptation :ugorithms (L. Ljung). The prerequisites for reading this book are basic knowledge in probability, mathematical statistics, optimization. We would like to thank Prof. M. Barner and Prof. G. Fischer for the or ganization of the seminar. We also thank the participants for their cooperation and our assistants and secretaries for typing the manuscript. November 1991 L. Ljung, G. PHug, H. Walk Table of contents I Foundations of stochastic approximation (H. Walk) 1 Almost sure convergence of stochastic approximation procedures 2 2 Recursive methods for linear problems 17 3 Stochastic optimization under stochastic constraints 22 4 A learning model; recursive density estimation 27 5 Invariance principles in stochastic approximation 30 6 On the theory of large deviations 43 References for Part I 45 11 Applicational aspects of stochastic approximation (G. PHug) 7 Markovian stochastic optimization and stochastic approximation procedures 53 8 Asymptotic distributions 71 9 Stopping times 79 1O Applications of stochastic approximation methods 80 References for Part II 90 III Applications to adaptation algorithms (L.Springer Nature c/o IBS, Benzstrasse 21, 48619 Heek 128 pp. Englisch.…

Seller Inventory # 9783764327330

Title
Stochastic Approximation and Optimization of Random Systems
Author
L. Ljung
Publisher
Birkhäuser, Birkhäuser Mär 1992
Publication year
1992
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3764327332
ISBN 13
9783764327330
Item weight
236 grams
Dimensions
244x170x8 mm

buchversandmimpf2000

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