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

Stochastic Approximation and Recursive Algorithms and Applications


Description

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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Author: Harold J. Kushner,G. George Yin
Number of Pages: 478 pages
Published Date: 24 Nov 2010
Publisher: Springer-Verlag New York Inc.
Publication Country: New York, NY, United States
Language: English
ISBN: 9781441918475
Download Link: Click Here
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