Stochastic Approximation

By M.T. Wasan

Stochastic approximation is a relatively new technique for studying the properties of an experimental situation; it has important applications in fields such as medicine and engineering. The subject can be treated either largely as a branch of pure mathematics, or else from an empirical and practical angle. In this book, Dr Wasan gives a rigorous mathematical treatment of the subject, drawing together the scattered results of a number of authors. He discusses the conditions under which the method gives a valid approximation to the required solution; methods for optimal choice of parameters to hasten convergence; the comparison of the method with other techniques. The discussion and proofs of theorems are given in enough detail to make them easy to follow, while a number of interesting examples show how the techniques may be applied in many fields.

• Format: Paperback
• Language: English
• ISBN: B09KZHNJZ3
• ISBN13: 9780521604857
• Release Date: June 2004
• Publisher: Cambridge University Press
• Length: 216 Pages
• Weight: 0.65 lbs.
• Dimensions: 0.6" x 5.6" x 8.5"