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Paperback Stochastic Approximation Methods for Constrained and Unconstrained Systems Book
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ISBN: 0387903410

ISBN13: 9780387903415

Stochastic Approximation Methods for Constrained and Unconstrained Systems

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The book deals with a powerful and convenient approach to a great variety of types of problems of the recursive monte-carlo or stochastic approximation type. Such recu- sive algorithms occur frequently in stochastic and adaptive control and optimization theory and in statistical esti- tion theory. Typically, a sequence {X } of estimates of a n parameter is obtained by means of some recursive statistical th st procedure. The n estimate is some function...

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Condition: New

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Math Mathematics Science & Math

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