Stochastic Approximation and Recursive Algorithms and Applications

Released on by Harold Kushner
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  • Stochastic Approximation and Recursive Algorithms and Applications Book Detail

  • Author : Harold Kushner
  • Release Date : 2006-05-04
  • Publisher : Springer Science & Business Media
  • Genre : Mathematics
  • Pages : 485
  • ISBN 13 : 038721769X
  • File Size : 5,5 MB
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Stochastic Approximation and Recursive Algorithms and Applications by Harold Kushner PDF Summary

Book Description: 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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Discrete-Time Markov Chains

Discrete-Time Markov Chains

File Size : 92,92 MB
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Focusing on discrete-time-scale Markov chains, the contents of this book are an outgrowth of some of the authors' recent research. The motivation stems from exi