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Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability)
Stochastic Approximation and Recursive Algorithms and Applications - Stochastic Modelling and Applied Probability
Author: Harold J. Kushner, G. George Yin
The book 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, t...  more »
ISBN-13: 9780387008943
ISBN-10: 0387008942
Publication Date: 7/17/2003
Pages: 474
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Publisher: Springer
Book Type: Hardcover
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