Stochastic Approximation and Recursive Algorithms and Applications by Harold Kushner
English | July 17, 2003 | ISBN: 0387008942 | 484 Pages | PDF | 2 MB
English | July 17, 2003 | ISBN: 0387008942 | 484 Pages | PDF | 2 MB
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.