Stochastic approximation and recursive algorithms and applications /

The book 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 general noise processes. The pro...

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Bibliographic Details

Main Author:	Kushner, Harold J. (Harold Joseph), 1933-
Corporate Author:	SpringerLink (Online service)
Other Authors:	Yin, George, 1954-
Format:	eBook
Language:	English
Published:	New York : Springer, [2003]
Series:	Applications of mathematics ; 35.
Subjects:	Stochastic approximation. Recursive functions. Algorithms. Electronic books.
Online Access:	Connect to the full text of this electronic book