Stochastic Approximation and Recursive Algorithms and Applications von Harold Kushner | ISBN 9780387949161

Stochastic Approximation and Recursive Algorithms and Applications

von Harold Kushner und G. George Yin
Mitwirkende
Autor / AutorinHarold Kushner
Autor / AutorinG. George Yin
Dieser Titel wurde ersetzt durch:×
Buchcover Stochastic Approximation and Recursive Algorithms and Applications | Harold Kushner | EAN 9780387949161 | ISBN 0-387-94916-X | ISBN 978-0-387-94916-1

From the reviews of the second edition:

„This is the second edition of an excellent book on stochastic approximation, recursive algorithms and applications … . Although the structure of the book has not been changed, the authors have thoroughly revised it and added additional material … .“ (Evelyn Buckwar, Zentralblatt MATH, Vol. 1026, 2004)

„The book attempts to convince that … algorithms naturally arise in many application areas … . I do not hesitate to conclude that this book is exceptionally well written. The literature citation is extensive, and pertinent to the topics at hand, throughout. This book could be well suited to those at the level of the graduate researcher and upwards.“ (A. C. Brooms, Journal of the Royal Statistical Society Series A: Statistics in Society, Vol. 169 (3), 2006)

Stochastic Approximation and Recursive Algorithms and Applications

von Harold Kushner und G. George Yin
Mitwirkende
Autor / AutorinHarold Kushner
Autor / AutorinG. George Yin
The most comprehensive and thorough treatment of modern stochastic approximation type algorithms to date, based on powerful methods connected with that of the ODE. It covers general constrained and unconstrained problems, w. p.1 as well as the very successful weak convergence methods under weak conditions on the dynamics and noise processes, asymptotic properties and rates of convergence, iterate averaging methods, ergodic cost problems, state dependent noise, high dimensional problems, plus decentralized and asynchronous algorithms, and the use of methods of large deviations. Examples from many fields illustrate and motivate the techniques.