Stochastic Approximation and Recursive Algorithms and Applications: 35 (Stochastic Modelling and Applied Probability) - Tapa dura

Kushner, Harold; Yin, G. George

9780387008943: Stochastic Approximation and Recursive Algorithms and Applications: 35 (Stochastic Modelling and Applied Probability)

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ISBN 10: 0387008942 ISBN 13: 9780387008943

Editorial: Springer, 2003

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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.

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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.

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EditorialSpringer
A�o de publicaci�n2003
ISBN 10 0387008942
ISBN 13 9780387008943
Encuadernaci�nTapa dura
IdiomaIngl�s
N�mero de edici�n2
N�mero de p�ginas500
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9781441918475: Stochastic Approximation and Recursive Algorithms and Applications: 35 (Stochastic Modelling and Applied Probability)

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Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability (35)) (v. 35)

Kushner, Harold, Yin, G. George

Publicado por Springer, 2003

ISBN 10: 0387008942 ISBN 13: 9780387008943

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Condici�n: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. N� de ref. del art�culo: 00087658410

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Stochastic Approximation and Recursive Algorithms and Applications (2003)

Harold Kushner,G George Yin

Publicado por Springer July 2003, 2003

ISBN 10: 0387008942 ISBN 13: 9780387008943

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Hardcover. Condici�n: VG. used hardcover copy in illustrated boards, no jacket, as issued. light shelfwear, corners perhaps slightly bumped. pages and binding are clean, straight and tight. there are no marks to the text or other serious flaws. N� de ref. del art�culo: 1453331

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Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability, 35)

Harold Kushner & G. George Yin

Publicado por Springer-Verlag Publishing, 2003

ISBN 10: 0387008942 ISBN 13: 9780387008943

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Condici�n: Very Good. 2. Very Good; Hardcover; Light wear to the covers; Unblemished textblock edges; The endpapers and all text pages are clean and unmarked; The binding is excellent with a straight spine; This book will be shipped in a sturdy cardboard box with foam padding; Medium Format (8.5" - 9.75" tall); Tan and yellow covers with title in yellow lettering; 2nd Edition; 2003, Springer-Verlag Publishing; 500 pages; "Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability, 35)," by Harold Kushner & G. George Yin. N� de ref. del art�culo: SKU-044AT02105011

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Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability, 35)

Kushner, Harold

Publicado por Springer, 2003

ISBN 10: 0387008942 ISBN 13: 9780387008943

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Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability, 35)

Kushner, Harold; Yin, G. George

Publicado por Springer, 2003

ISBN 10: 0387008942 ISBN 13: 9780387008943

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Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability, 35)

Kushner, Harold; Yin, G. George

Publicado por Springer, 2003

ISBN 10: 0387008942 ISBN 13: 9780387008943

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