Stochastic Approximation and Recursive Algorithms and Applications

By Harold J. Kushner and G. George Yin

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 1441918477
• ISBN13: 9781441918475
• Release Date: November 2010
• Publisher: Springer
• Length: 478 Pages
• Weight: 1.53 lbs.
• Dimensions: 1.0" x 6.1" x 9.2"