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Stochastic Approximation by Vivek S. Borkar

Stochastic Approximation

by Vivek S. Borkar
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Book cover type: Hardcover
  • ISBN13: 9780521515924
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Cambridge University Press
  • Publisher Imprint: Cambridge University Press
  • Publication Date:
  • Pages: 176
  • Original Price: GBP 63.0
  • Language: English
  • Edition: 1
  • Item Weight: 386 grams
  • BISAC Subject(s): Probability & Statistics / Stochastic Processes

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.

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.

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