| Stochastic Approximation Contributor(s): Borkar, Vivek S. (Author) |
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ISBN: 0521515920 ISBN-13: 9780521515924 Publisher: Cambridge University Press OUR PRICE: $72.19 Product Type: Hardcover Published: September 2008 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - Stochastic Processes |
| Dewey: 519.2 |
| LCCN: 2009285122 |
| Physical Information: 0.6" H x 6" W x 9" (0.85 lbs) 176 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: This simple, compact toolkit for designing and analyzing stochastic approximation algorithms requires only a basic understanding of probability and differential equations. Although powerful, these algorithms have applications in control and communications engineering, artificial intelligence and economic modeling. Unique topics include finite-time behavior, multiple timescales and asynchronous implementation. There is a useful plethora of applications, each with concrete examples from engineering and economics. Notably it covers variants of stochastic gradient-based optimization schemes, fixed-point solvers, which are commonplace in learning algorithms for approximate dynamic programming, and some models of collective behavior. |
Contributor Bio(s): Borkar, Vivek S.: - 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. |