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Stochastic Approximation by M. T. Wasan, Bela Bollobas, W. Fulton

Stochastic Approximation

by M. T. Wasan , Bela Bollobas , W. Fulton
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Book cover type: Paperback
  • ISBN13: 9780521604857
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Cambridge University Press
  • Publisher Imprint: Cambridge University Press
  • Publication Date:
  • Pages: 216
  • Original Price: USD 53.0
  • Language: English
  • Edition: Revised
  • Item Weight: 295 grams
  • BISAC Subject(s): Probability & Statistics / General

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.

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