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Stochastic Approximation and Recursive Estimation

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Ksh 21,350.00

Format: Paperback or Softback

ISBN-13: 9780821809068

Publisher: American Mathematical Society

Publication Date: Nov 30th, 1976

Category: Stochastics

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Focuses on the sequential methods of solving a class of problems to which belongs, for example, the problem of finding a maximum point of a function if each measured value of this function contains a random error. This work discusses some basic procedures of stochastic approximation, namely the theory of Markov processes and martingales.

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