About this Item
First 11 pages contain notes and highlighting. Corner creasing to a few pages. Open Books is a nonprofit social venture that provides literacy experiences for thousands of readers each year through inspiring programs and creative capitalization of books. Seller Inventory # mon0000625876
Bibliographic Details
Title: Stochastic Approximation and Recursive ...
Publisher: Springer
Publication Date: 2003
Binding: Hardcover
Condition: Acceptable
Edition: 2nd Edition
About this title
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.
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.
"About this title" may belong to another edition of this title.
Store Description
All items subject to prior sale. Refunds and returns within 30 days of shipment with authorization.
All orders ship within 2 business days. Most domestic orders shipped with USPS Bound Printed Matter with delivery confirmation, delivery within 2 weeks. Expedited orders ship via USPS Priority Mail. International Orders ship via USPS International Prioriry, delivery between 7-21 business days. Standard international shipping is expedited service.
Payment Methods
accepted by seller