Stochastic Approximation and Recursive Algorithms and Applications
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...
Κύριοι συγγραφείς: | , |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
New York, NY :
Springer New York,
2003.
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Έκδοση: | Second Edition. |
Σειρά: | Stochastic Modelling and Applied Probability,
35 |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Introduction: Applications and Issues
- Applications to Learning, Repeated Games, State Dependent Noise, and Queue Optimization
- Applications in Signal Processing, Communications, and Adaptive Control
- Mathematical Background
- Convergence with Probability One: Martingale Difference Noise
- Convergence with Probability One: Correlated Noise
- Weak Convergence: Introduction
- Weak Convergence Methods for General Algorithms
- Applications: Proofs of Convergence
- Rate of Convergence
- Averaging of the Iterates
- Distributed/Decentralized and Asynchronous Algorithms.