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Science/Engineering Stochastic Approximation and Its Application

Posted on 2010-03-16




Name:Science/Engineering Stochastic Approximation and Its Application
ASIN/ISBN:1402008066
Language:English
File size:6 Mb
Language: English
ISBN: - 1402008066
Publish Date: August 31, 2002
File Type: PDF
Other Info: Springer; 1 edition; 6MB
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Han-Fu Chen " Stochastic Approximation and Its Application "

This book presents the recent development of stochastic approximation algorithms with expanding truncations based on the TS (trajectory-subsequence) method, a newly developed method for convergence analysis. This approach is so powerful that conditions used for guaranteeing convergence have been considerably weakened in comparison with those applied in the classical probability and ODE methods. The general convergence theorem is presented for sample paths and is proved in a purely deterministic way. The sample-path description of theorems is particularly convenient for applications.

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