Stochastic Approximation and Recursive Algorithms and Applications
Language: English
Published by Springer, Springer Nov 2010, 2010
Series: Book 5 of 30 - Stochastic Modelling and Applied Probability
- Softcover
- New
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000
AbeBooks seller since January 23, 2017
Condition: New
£ 189.78
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Add to basketItem description from seller
This item is printed on demand - Print on Demand Titel. Neuware -The book presents a thorough development of the modern theory ofstochastic approximation or recursive stochastic algorithms for bothconstrained and unconstrained problems. The assumptions and proofmethods are designed to cover the needs of recent applications. Thedevelopment proceeds from simple to complex problems, allowing theunderlying ideas to be more easily understood. Many examplesillustrate the application of the theory.This second edition is a thorough revision, although the main featuresand the structure remain unchanged. It contains many additionalapplications and results, and more detailed discussion.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 500 pp. Englisch.
Seller Inventory # 9781441918475
- Title
- Stochastic Approximation and Recursive Algorithms and Applications
- Author
- Harold Kushner
- Publisher
- Springer, Springer Nov 2010
- Publication year
- 2010
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 1441918477
- ISBN 13
- 9781441918475
- Edition
- 2nd Edition
- Item weight
- 750 grams
- Dimensions
- 235x155x27 mm
- Series
- Book 5 of 30: Stochastic Modelling and Applied Probability
"Synopsis" may belong to another edition of this title.
From the Back Cover
This revised and expanded second edition presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. There is a complete development of both probability one and weak convergence methods for very general noise processes. The proofs of convergence use the ODE method, the most powerful to date. 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. Rate of convergence, iterate averaging, high-dimensional problems, stability-ODE methods, two time scale, asynchronous and decentralized algorithms, state-dependent noise, stability methods for correlated noise, perturbed test function methods, and large deviations methods are covered. Many motivating examples from learning theory, ergodic cost problems for discrete event systems, wireless communications, adaptive control, signal processing, and elsewhere illustrate the applications of the theory.
"About the title" may belong to another edition of this title.
buchversandmimpf2000
Emtmannsberg, BAYE, Germany
AbeBooks seller since January 23, 2017
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