Stochastic Approximation: A Dynamical Systems View Point (2/e)

Editore: Hindustan Book Agency, 2022

819519611X / 9788195196111

Da: Vedams eBooks (P) Ltd, New Delhi, IndiaVedams eBooks (P) Ltd

Venditore con 4 stelle

Venditore AbeBooks dal 30 gennaio 2009

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Descrizione dell’articolo da parte del venditore

Contents: 1. Introduction. 2. Convergence Analysis. 3. Finite time bounds and traps. 4. Stability Criteria. 5. Stochastic Recursive Inclusions. 6. Asynchronous Schemes. 7. A Limit Theorem for Fluctuations. 8. Multiple Timescales. 9. Constant Stepsize Algorithms. 10. General noise models. 11. Stochastic Gradient Schemes. 12. Liapunov and Related Systems. 13. Topics in Analysis. 14. Ordinary Differential Equations. 15. Topics in Probability. This book gives a comprehensive treatment of stochastic approximation algorithms using their differential equation limits, which lays bare its dynamical aspects. Highlights of the book include a streamlined treatment of classical results such as the analysis of asymptotic behavior for decreasing and constant stepsizes and the functional central limit theorem, and inclusion of several important extensions and recent developments such as concentration bounds, avoidance of traps, stability tests, asynchronous implementations, differential inclusion limits, multiple time scales, and general noise models. In addition, major applications are surveyed category-wise, with special focus on stochastic gradient descent. The book will be a valuable resource to students, researchers, and practitioners in statistics, applied probability, control and communication engineering, operations research, machine learning and economic models.…

Codice articolo 137877A

Titolo
Stochastic Approximation: A Dynamical Systems View Point (2/e)
Autore
Vivek S. Borkar
Editore
Hindustan Book Agency
Anno di pubblicazione
2022
Condizione
New
Rilegatura
Hardcover
ISBN 10
819519611X
ISBN 13
9788195196111

Vedams eBooks (P) Ltd

New Delhi, India

Venditore con 4 stelle

Venditore AbeBooks dal 30 gennaio 2009

Tariffe di spedizione da India a U.S.A.

ArticoloDa 20 a 24 giorni lavorativiDa 4 a 7 giorni lavorativi
Primo articoloEUR 17,50EUR 32,00
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