Stochastic Approximation and Recursive Algorithms and Applications

Name: Stochastic Approximation and Recursive Algorithms and Applications
Brand: Springer-Verlag New York Inc.
SKU: 9781441918475
Price: 210.31 EUR
Availability: InStock

Автор: Harold J. Kushner, G. George Yin

Език:

Корици: С меки корици

Издател: Springer-Verlag New York Inc.

Наличност: Външен склад

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210.31 € 411.32 лв

§This revised and expanded second edition presents a thorough development of the modern theory of st...

Информация за книгата

Автор

Harold J. Kushner, G. George Yin

Език

Английски език

Корици

Книга - С меки корици

Издадена

2010

страници

478

EAN

9781441918475

ISBN

1441918477

Enbook ID

01420762

Издател

Springer-Verlag New York Inc.

Теглоt

772

Размери

237 x 157 x 26

Пълно описание

§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.

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Stochastic Approximation and Recursive Algorithms and Applications

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