| Stochastic Approximation Revised Edition Contributor(s): Wasan, M. T. (Author), Bollobas, Bela (Editor), Fulton, W. (Editor) |
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ISBN: 0521604850 ISBN-13: 9780521604857 Publisher: Cambridge University Press OUR PRICE: $44.64 Product Type: Paperback - Other Formats Published: June 2004 Annotation: 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. |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - General |
| Dewey: 519.1 |
| Series: Cambridge Tracts in Mathematics (Paperback) |
| Physical Information: 0.6" H x 5.6" W x 8.54" (0.65 lbs) 216 pages |