Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability, #35)

by Harold Kushner and G George Yin

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Book cover for Stochastic Approximation and Recursive Algorithms and Applications

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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.

  • ISBN13 9780387008943
  • Publish Date 17 July 2003 (first published 1 January 2003)
  • Publish Status Active
  • Publish Country US
  • Imprint Springer-Verlag New York Inc.
  • Edition 2nd ed. 2003
  • Format Hardcover
  • Pages 478
  • Language English