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

Stochastic Approximation and Recursive Algorithms and Applications


Stochastic.Approximation.and.Recursive.Algorithms.and.Applications.pdf
ISBN: 1441918477,9781441918475 | 497 pages | 25 Mb

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Stochastic Approximation and Recursive Algorithms and Applications G. George Yin, Harold J. Kushner
Publisher: Springer


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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