Stochastic Approximation - Rilegato

Wasan, M. T.

Rilegato

ISBN 10: 0521073685 ISBN 13: 9780521073684

Casa editrice: Cambridge University Press, 1969

Riassunto

A rigorous mathematical treatment of the technique for studying the properties of an experimental situation.

Su questo libro

Descrizione del libro

Stochastic approximation is a technique for studying the properties of an experimental situation; it has important applications in fields such as medicine and engineering. Dr Wasan gives a rigorous mathematical treatment of the subject. The discussion and proofs of theorems are easy to follow, while a number of interesting examples show how the techniques may be applied in many fields.

Contenuti

Preface; 1. Introduction; 2. The Robbins-Monro method; 3. The Kiefer-Wolfowitz method; 4. Applications; 5. Multivariate stochastic-approximation methods; 6. Asymptotic normality; 7. The approximation for continuous random processes; 8. Up-and-down method; Appendices; Bibliography; Index.

Dettagli dell'edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 1969
• Lingua: Inglese
• ISBN 10: 0521073685
• ISBN 13: 9780521073684
• Rilegatura: Copertina rigida
• Numero edizione: 1
• Numero di pagine: 212
• Contatto del produttore: non disponibile
• Persona responsabile: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; Francia