Stochastic Approximations
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Stochastic Approximation and Recursive Algorithms and Applications
Author | : Harold Kushner |
Publisher | : Springer Science & Business Media |
Total Pages | : 485 |
Release | : 2006-05-04 |
Genre | : Mathematics |
ISBN | : 038721769X |
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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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