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Stochastic Approximation: A Dynamical Systems Viewpoint

Vivek S. Borkar




[PDF.jl58] Stochastic Approximation: A Dynamical Systems Viewpoint

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 | #2725366 in Books |  Cambridge University Press |  2008-09-01 | Original language:English | PDF # 1 |  8.98 x.67 x5.98l,.85 | File type: PDF | 176 pages

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||3 of 5 people found the following review helpful.| A great reference on stochastic approximation|By BruceT|This book is a great reference book, and if you are patient, it is also a very good self-study book in the field of stochastic approximation.

The book is written in Vivek-Borkar's style, i.e. super concise and dense. Readers should spend quite a good amount of time to digest and understand the materials in each| |"I highly recommend it to all readers interested in the theory of recursive algorithms and its applications in practice."
Oleg N. Granichin, Mathematical s|About the Author|Vivek S. Borkar is dean of the School of

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...

You can specify the type of files you want, for your gadget.Stochastic Approximation: A Dynamical Systems Viewpoint   |  Vivek S. Borkar.Not only was the story interesting, engaging and relatable, it also teaches lessons.

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