Stochastic Approximation Algorithms and Applications.

Kushner, Harold J./Yin, G. George

ISBN 10: 038794916X / ISBN 13: 9780387949161

Editore: SPRINGER VERLAG GMBH + CO, 1997

Riguardo questo articolo

Zustand: Gut | Seiten: 438 | Produktart: Sonstiges.

Codice articolo 514006/203

Dati bibliografici

• Titolo: Stochastic Approximation Algorithms and Applications.
• Editore: SPRINGER VERLAG GMBH + CO
• Data di pubblicazione: 1997
• Lingua: Inglese
• ISBN 10: 038794916X
• ISBN 13: 9780387949161
• Rilegatura: Rilegato
• Condizione: Gut
• Cataloghi dei venditori:
  • Sonstiges

Descrizione articolo

Riassunto

In recent years, algorithms of the stochastic approximation type have found applications in new and diverse areas and new techniques have been developed for proofs of convergence and rate of convergence. The actual and potential applications in signal processing have exploded. New challenges have arisen in applications to adaptive control. This book presents a thorough coverage of the ODE method used to analyze these algorithms.

Recensione

From the reviews of the second edition:

"This is the second edition of an excellent book on stochastic approximation, recursive algorithms and applications ... . Although the structure of the book has not been changed, the authors have thoroughly revised it and added additional material ... ." (Evelyn Buckwar, Zentralblatt MATH, Vol. 1026, 2004)

"The book attempts to convince that ... algorithms naturally arise in many application areas ... . I do not hesitate to conclude that this book is exceptionally well written. The literature citation is extensive, and pertinent to the topics at hand, throughout. This book could be well suited to those at the level of the graduate researcher and upwards." (A. C. Brooms, Journal of the Royal Statistical Society Series A: Statistics in Society, Vol. 169 (3), 2006)