Stochastic Approximation: A Dynamical Systems Viewpoint

Name: Stochastic Approximation: A Dynamical Systems Viewpoint
Brand: Springer Verlag, Singapore
SKU: 9789819982769
Price: 19800 KES
Availability: OutOfStock
ISBN: 9789819982769

Second Edition 2023

by Vivek S. Borkar

Book Details

Format Hardback

Book Series Texts and Readings in Mathematics

ISBN-10 9819982766

ISBN-13 9789819982769

Edition Second Edition 2023

Publisher Springer Verlag, Singapore

Imprint Springer Verlag, Singapore

Country of Manufacture GB

Country of Publication GB

Publication Date Feb 1st, 2024

Print length 273 Pages

Product Classification: Management decision making Operational research Probability & statistics Probability and statistics Game theory Stochastics Automatic control engineering Artificial intelligence Artificial intelligence (AI)

KSh 19,800.00

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This book serves as an advanced text for a graduate course on stochastic algorithms for the students of probability and statistics, engineering, economics and machine learning.

This book serves as an advanced text for a graduate course on stochastic algorithms for the students of probability and statistics, engineering, economics and machine learning. This second edition gives a comprehensive treatment of stochastic approximation algorithms based on the ordinary differential equation (ODE) approach which analyses the algorithm in terms of a limiting ODE. It has a streamlined treatment of the classical convergence analysis and includes several recent developments such as concentration bounds, avoidance of traps, stability tests, distributed and asynchronous schemes, multiple time scales, general noise models, etc., and a category-wise exposition of many important applications. It is also a useful reference for researchers and practitioners in the field.

Get Stochastic Approximation: A Dynamical Systems Viewpoint by Vivek S. Borkar at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer Verlag, Singapore and it has 273 pages.