Vivek S. Borkar

Stochastic Approximation

• Gebundenes Buch

Produktbeschreibung

Simple, compact toolkit for designing and analyzing algorithms, with concrete examples from control and communications engineering, artificial intelligence, economic modelling.

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Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 176
• Erscheinungstermin: 4. September 2008
• Englisch
• Abmessung: 235mm x 157mm x 14mm
• Gewicht: 417g
• ISBN-13: 9780521515924
• ISBN-10: 0521515920
• Artikelnr.: 24426702

Autorenporträt

Vivek S. Borkar is dean of the School of Technology and Computer Science at the Tata Institute of Fundamental Research. A distinguished researcher in stochastic and adaptive control, he distils his deep knowledge and broad experience in this motivating book.

Inhaltsangabe

Preface
1. Introduction
2. Basic convergence analysis
3. Stability criteria
4. Lock-in probability
5. Stochastic recursive inclusions
6. Multiple timescales
7. Asynchronous schemes
8. A limit theorem for fluctuations
9. Constant stepsize algorithms
10. Applications
11. Appendices
References
Index.