Stochastic Approximation: A Dynamical Systems Viewpoint
No Customer Reviews
Select Format
Select Condition 
Book Overview
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.
Format:Hardcover
Language:English
ISBN:0521515920
ISBN13:9780521515924
Release Date:September 2008
Publisher:Cambridge University Press
Length:176 Pages
Weight:0.65 lbs.
Dimensions:0.6" x 6.0" x 9.0"
Customer Reviews
0 rating
Copyright © 2025 Thriftbooks.com
Terms of Use | Privacy Policy | Do Not Sell/Share My Personal Information | Cookie Policy | Cookie Preferences | Accessibility Statement
ThriftBooks ® and the ThriftBooks ® logo are registered trademarks of Thrift Books Global, LLC
ThriftBooks ® and the ThriftBooks ® logo are registered trademarks of Thrift Books Global, LLC
