Stochastic Approximation and Recursive Algorithms and Applications

Stochastic Approximation and Recursive Algorithms and Applications
Author: Harold Kushner
Publisher: Springer Science & Business Media
Total Pages: 512
Release: 2003-07-17
Genre: Mathematics
ISBN: 9780387008943

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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.


Stochastic Approximation and Recursive Algorithms and Applications
Language: en
Pages: 512
Authors: Harold Kushner
Categories: Mathematics
Type: BOOK - Published: 2003-07-17 - Publisher: Springer Science & Business Media

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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 unconstra
Stochastic Approximation and Recursive Algorithms and Applications
Language: en
Pages: 432
Authors: Harold Kushner
Categories: Mathematics
Type: BOOK - Published: 2013-11-11 - Publisher: Springer Science & Business Media

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The most comprehensive and thorough treatment of modern stochastic approximation type algorithms to date, based on powerful methods connected with that of the O
Stochastic Approximation and Recursive Algorithms and Applications
Language: en
Pages: 440
Authors: Harold Kushner
Categories:
Type: BOOK - Published: 2014-01-15 - Publisher:

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Stochastic Recursive Algorithms for Optimization
Language: en
Pages: 310
Authors: S. Bhatnagar
Categories: Technology & Engineering
Type: BOOK - Published: 2012-08-11 - Publisher: Springer

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Stochastic Recursive Algorithms for Optimization presents algorithms for constrained and unconstrained optimization and for reinforcement learning. Efficient pe
Stochastic Approximation Algorithms and Applications
Language: en
Pages: 417
Authors:
Categories: Stochastic approximation
Type: BOOK - Published: 1997 - Publisher:

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There is a thorough treatment of rate of convergence, iterate averaging, high-dimensional problems, ergodic cost problems, stability methods for correlated nois