Stochastic Approximation and Recursive Algorithms and Applications
Second Edition 2003
Book Details
Format
Paperback / Softback
Book Series
Stochastic Modelling and Applied Probability
ISBN-10
1441918477
ISBN-13
9781441918475
Edition
Second Edition 2003
Publisher
Springer-Verlag New York Inc.
Imprint
Springer-Verlag New York Inc.
Country of Manufacture
US
Country of Publication
GB
Publication Date
Nov 24th, 2010
Print length
478 Pages
Weight
772 grams
Dimensions
15.70 x 23.70 x 2.60 cms
Ksh 32,400.00
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takes n+1 n n n n its values in some Euclidean space, Y is a random variable, and the “step n size” > 0 is small and might go to zero as n??.
This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a thorough revision, although the main features and structure remain unchanged. It contains many additional applications and results as well as more detailed discussion.
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