Stochastic Approximation and Recursive Algorithms and Applications

• Main Authors: Kushner, Harold J. (Author), Yin, G. George (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2003.
• Edition: Second Edition.
• Series: Stochastic Modelling and Applied Probability, 35
• Subjects: Mathematics.; Artificial intelligence.; Approximation theory.; Applied mathematics.; Engineering mathematics.; Algorithms.; Probabilities.; Probability Theory and Stochastic Processes.; Artificial Intelligence (incl. Robotics).; Approximations and Expansions.; Applications of Mathematics.

This revised and expanded second edition presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. There is a complete development of both probability one and weak convergence methods for very...