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Kushner, Harold

Stochastic approximation algorithms amd applications / Harold J. Kushner, George G. Yin - New York : Springer-Verlag, 1997 - XXI, 417 p. ; 24 cm. - Applications of mathematics ; 35 .

Contents. 1. Introduction: applications and issues. 2. Applications to learning, state dependent noise, and queueing. 3. Applications in signal processing in adaptive control 4. Mathematical background. 5. Convergence with probability one: martingale difference noise. 6. Convergence with probability one: correlated noise. 7. Weak convergence: introduction. 8. Weak convergence methods for general algorithms. 9. Applications: proofs of convergence. 10. rate of convergence. 11. Averaging of the iterates. 12. Distributed/decentralized and asynchronous algorithms

ISBN: 038794916

Subjects--Topical Terms:
Stochastic approximation

LC Class. No.: QA274.2.K88

Dewey Class. No.: 519.5