Kushner Harold J., Yin George G.:
Stochastic Approximation And Recursive Algorithms And Applications

2 Rev Ed

Springer-Verlag New York Inc. (United States), 2003
Hardback, 496 pages
Size: 243x163 mm
ISBN: 9780387008943
ISBN-10: 0387008942

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Stochastic Approximation And Recursive Algorithms And Applications

Presents a development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. The development in this work proceeds from simple to complex problems, providing an understanding of the underlying ideas. It contains examples that illustrate the application of the theory.

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Harold J. Kushner
George G. Yin
Stochastics
Applied mathematics
Mathematics
Mathematics and science
Springer-Verlag New York Inc.

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Harold J. Kushner
George G. Yin
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