Stochastic Approximation and Recursive Algorithms and Applications

by Harold J. Kushner and G. George Yin

Book Overview

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.

• Format: Hardcover
• Language: English
• ISBN: 0387008942
• ISBN13: 9780387008943
• Release Date: July 2003
• Publisher: Springer
• Length: 478 Pages
• Weight: 2.00 lbs.
• Dimensions: 1.1" x 6.4" x 9.6"