Stochastic Approximation and Recursive Algorithms and Applications

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.

Author: Harold Kushner, G. George Yin
Publisher: Springer
Published: 07/17/2003
Pages: 478
Binding Type: Hardcover
Weight: 1.83lbs
Size: 9.56h x 6.42w x 1.14d
ISBN: 9780387008943

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