Stochastic Approximation

Name: Stochastic Approximation
Price: 27.75 USD
Availability: InStock
ISBN: 9780521604857

ISBN-10: 0521604850

ISBN-13: 9780521604857

Edition: N/A

Authors: M. T. Wasan, B. Bollobas, W. Fulton, A. Katok, F. Kirwan

List price: $64.99

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Description:

Stochastic approximation is a relatively new technique for studying the properties of an experimental situation; it has important applications in fields such as medicine and engineering. The subject can be treated either largely as a branch of pure mathematics, or else from an empirical and practical angle. In this book, Dr Wasan gives a rigorous mathematical treatment of the subject, drawing together the scattered results of a number of authors. He discusses the conditions under which the method gives a valid approximation to the required solution; methods for optimal choice of parameters to hasten convergence; the comparison of the method with other techniques. The discussion and proofs…

Book details

List price: $64.99
Publisher: Cambridge University Press
Publication date: 6/3/2004
Binding: Paperback
Pages: 216
Size: 5.50" wide x 8.25" long x 0.75" tall
Weight: 0.638
Language: English



Preface



Introduction



The Robbins-Monro method



The Kiefer-Wolfowitz method



Applications



Multivariate stochastic-approximation methods



Asymptotic normality



The approximation for continuous random processes



Up-and-down method


Appendices


Bibliography


Index