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Stochastic Approximation Algorithms and Applicatons

by Kushner, Harold J. A Yin, George

  • ISBN: 9780387949161
  • ISBN10: 038794916X

Stochastic Approximation Algorithms and Applicatons

by Kushner, Harold J. A Yin, George

  • List Price: $69.95
  • Binding: Hardcover
  • Publisher: Springer-Verlag Telos
  • Publish date: 01/01/1997
  • ISBN: 9780387949161
  • ISBN10: 038794916X
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Description: In recent years algorithms of the stochastic approximation type have found applications in new and diverse areas, and new techniques have been developed for proofs of convergence and rate of convergence. The actual and potential applications in signal processing have exploded. New challenges have arisen in applications to adaptive control. This book presents a thorough coverage of the ODE method used to analyze these algorithms.
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