Description: Stochastic Approximation and Recursive Algorithms and Applications by G. George Yin, Harold Kushner Estimated delivery 3-12 business days Format Paperback Condition Brand New Description takes n+1 n n n n its values in some Euclidean space, Y is a random variable, and the "step n size" > 0 is small and might go to zero as n??. Publisher Description The basic stochastic approximation algorithms introduced by Robbins and MonroandbyKieferandWolfowitzintheearly1950shavebeenthesubject of an enormous literature, both theoretical and applied. This is due to the large number of applications and the interesting theoretical issues in the analysis of "dynamically de?ned" stochastic processes. The basic paradigm is a stochastic di?erence equation such as ? = ? + Y , where ? takes n+1 n n n n its values in some Euclidean space, Y is a random variable, and the "step n size" > 0 is small and might go to zero as n??. In its simplest form, n ? is a parameter of a system, and the random vector Y is a function of n "noise-corrupted" observations taken on the system when the parameter is set to ? . One recursively adjusts the parameter so that some goal is met n asymptotically. Thisbookisconcernedwiththequalitativeandasymptotic properties of such recursive algorithms in the diverse forms in which they arise in applications. There are analogous continuous time algorithms, but the conditions and proofs are generally very close to those for the discrete time case. The original work was motivated by the problem of ?nding a root of a continuous function g ¯(?), where the function is not known but the - perimenter is able to take "noisy" measurements at any desired value of ?. Recursive methods for root ?nding are common in classical numerical analysis, and it is reasonable to expect that appropriate stochastic analogs would also perform well. Author Biography Harold J. Kushner is Professor of Applied Mathematics and Engineering at Brown University and is one of the leading researchers in the area of stochastic processes concerned with analysis and synthesis in control and communications theory. Details ISBN 1441918477 ISBN-13 9781441918475 Title Stochastic Approximation and Recursive Algorithms and Applications Author G. George Yin, Harold Kushner Format Paperback Year 2010 Pages 478 Edition 2nd Publisher Springer-Verlag New York Inc. GE_Item_ID:137804943; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys
Price: 242.41 USD
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End Time: 2024-12-21T03:01:30.000Z
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ISBN-13: 9781441918475
Book Title: Stochastic Approximation and Recursive Algorithms and Application
Number of Pages: Xxii, 478 Pages
Language: English
Publication Name: Stochastic Approximation and Recursive Algorithms and Applications
Publisher: Springer New York
Publication Year: 2010
Subject: Functional Analysis, Probability & Statistics / General, Intelligence (Ai) & Semantics, Mathematical Analysis
Item Weight: 26.8 Oz
Type: Textbook
Item Length: 9.3 in
Subject Area: Mathematics, Computers
Author: G. George Yin, Harold J. Kushner
Item Width: 6.1 in
Series: Stochastic Modelling and Applied Probability Ser.
Format: Trade Paperback
