Sinossi
The book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. The assumptions and proof methods are designed to cover the needs of recent applications. The development proceeds from simple to complex problems, allowing the underlying ideas to be more easily understood. Many examples illustrate the application of the theory. This second edition is a thorough revision, although the main features and the structure remain unchanged. It contains many additional applications and results, and more detailed discussion.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Dalla quarta di copertina
This revised and expanded second edition 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, the most powerful to date. The assumptions and proof methods are designed to cover the needs of recent applications. The development proceeds from simple to complex problems, allowing the underlying ideas to be more easily understood. Rate of convergence, iterate averaging, high-dimensional problems, stability-ODE methods, two time scale, asynchronous and decentralized algorithms, state-dependent noise, stability methods for correlated noise, perturbed test function methods, and large deviations methods are covered. Many motivating examples from learning theory, ergodic cost problems for discrete event systems, wireless communications, adaptive control, signal processing, and elsewhere illustrate the applications of the theory.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Altre edizioni note dello stesso titolo
Risultati della ricerca per Stochastic Approximation and Recursive Algorithms and...
Foto dell'editore
Stochastic Approximation and Recursive Algorithms and Applications.
Editore:
New York, NY, Springer New York., 2010
ISBN 10: 1441918477
ISBN 13: 9781441918475
Antico o usato
Brossura
Da: Universitätsbuchhandlung Herta Hold GmbH, Berlin, Germania
Valutazione del venditore 5 su 5 stelle
2., nd ed. Softcover version of original hardcover edition 2003. 235 mm x 155 mm, 744 g. XXII, 474 p. Softcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Stochastic Modelling and Applied Probability, 35. Sprache: Englisch. Codice articolo 2691LB
Compra usato
EUR 22,00
EUR 30,00 shipping
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 2 disponibili
Immagini fornite dal venditore
Stochastic Approximation and Recursive Algorithms and Applications
Editore:
Springer New York Nov 2010, 2010
ISBN 10: 1441918477
ISBN 13: 9781441918475
Nuovo
Taschenbuch
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 500 pp. Englisch. Codice articolo 9781441918475
Compra nuovo
EUR 160,49
EUR 23,00 shipping
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 2 disponibili
Foto dell'editore
Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability)
Da: GoldBooks, Denver, CO, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: new. Codice articolo 39U60_71_1441918477
Compra nuovo
EUR 184,77
EUR 3,62 shipping
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 1 disponibili
Foto dell'editore
Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability)
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo ABLIING23Mar2411530293679
Compra nuovo
EUR 202,44
EUR 3,40 shipping
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Stochastic Approximation and Recursive Algorithms and Applications
Print on DemandDa: moluna, Greven, Germania
Valutazione del venditore 4 su 5 stelle
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 stru. Codice articolo 4172421
Compra nuovo
EUR 180,07
EUR 48,99 shipping
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Stochastic Approximation and Recursive Algorithms and Applications
Da: preigu, Osnabrück, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. Stochastic Approximation and Recursive Algorithms and Applications | Harold Kushner (u. a.) | Taschenbuch | xxii | Englisch | 2010 | Springer | EAN 9781441918475 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Codice articolo 107207865
Compra nuovo
EUR 186,80
EUR 70,00 shipping
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 5 disponibili
Foto dell'editore
Stochastic Approximation and Recursive Algorithms and Applications
Da: Books Puddle, New York, NY, U.S.A.
Valutazione del venditore 4 su 5 stelle
Condizione: New. pp. 500 2nd Edition. Codice articolo 263091062
Compra nuovo
EUR 268,20
EUR 3,40 shipping
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 4 disponibili
Immagini fornite dal venditore
Stochastic Approximation and Recursive Algorithms and Applications
Editore:
Springer New York, Springer US Nov 2010, 2010
ISBN 10: 1441918477
ISBN 13: 9781441918475
Nuovo
Taschenbuch
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The basic stochastic approximation algorithms introduced by Robbins and MonroandbyKieferandWolfowitzintheearly1950shavebeenthesubject of an enormous literature, both theoretical and applied. This is due to the large number of applications and the interesting theoretical issues in the analysis of ¿dynamically de ned¿ stochastic processes. The basic paradigm is a stochastic di erence equation such as = + Y , where 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 . In its simplest form, n is a parameter of a system, and the random vector Y is a function of n ¿noise-corrupted¿ observations taken on the system when the parameter is set to . One recursively adjusts the parameter so that some goal is met n asymptotically. Thisbookisconcernedwiththequalitativeandasymptotic properties of such recursive algorithms in the diverse forms in which they arise in applications. There are analogous continuous time algorithms, but the conditions and proofs are generally very close to those for the discrete time case. The original work was motivated by the problem of nding a root of a continuous function g ( ), where the function is not known but the - perimenter is able to take ¿noisy¿ measurements at any desired value of . Recursive methods for root nding are common in classical numerical analysis, and it is reasonable to expect that appropriate stochastic analogs would also perform well.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 500 pp. Englisch. Codice articolo 9781441918475
Compra nuovo
EUR 213,99
EUR 60,00 shipping
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Stochastic Approximation and Recursive Algorithms and Applications
Editore:
Springer New York, Springer US, 2010
ISBN 10: 1441918477
ISBN 13: 9781441918475
Nuovo
Taschenbuch
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - The basic stochastic approximation algorithms introduced by Robbins and MonroandbyKieferandWolfowitzintheearly1950shavebeenthesubject of an enormous literature, both theoretical and applied. This is due to the large number of applications and the interesting theoretical issues in the analysis of 'dynamically de ned' stochastic processes. The basic paradigm is a stochastic di erence equation such as = + Y , where 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 . In its simplest form, n is a parameter of a system, and the random vector Y is a function of n 'noise-corrupted' observations taken on the system when the parameter is set to . One recursively adjusts the parameter so that some goal is met n asymptotically. Thisbookisconcernedwiththequalitativeandasymptotic properties of such recursive algorithms in the diverse forms in which they arise in applications. There are analogous continuous time algorithms, but the conditions and proofs are generally very close to those for the discrete time case. The original work was motivated by the problem of nding a root of a continuous function g ( ), where the function is not known but the - perimenter is able to take 'noisy' measurements at any desired value of . Recursive methods for root nding are common in classical numerical analysis, and it is reasonable to expect that appropriate stochastic analogs would also perform well. Codice articolo 9781441918475
Compra nuovo
EUR 220,29
EUR 63,75 shipping
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 1 disponibili
Foto dell'editore
Stochastic Approximation and Recursive Algorithms and Applications
Print on DemandDa: Majestic Books, Hounslow, Regno Unito
Valutazione del venditore 4 su 5 stelle
Condizione: New. Print on Demand pp. 500 31 Illus. Codice articolo 5805481
Compra nuovo
EUR 286,14
EUR 7,40 shipping
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 4 disponibili