Science/Engineering Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability) (0387008942)

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Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability)

The book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. There is a complete development of both probability one and weak convergence methods for very general noise processes. The proofs of convergence use the ODE method, the most powerful to date, with which the asymptotic behavior is characterized by the limit behavior of a mean ODE. The assumptions and proof methods are designed to cover the needs of recent applications. The development proceeds from simple to complex problems, allowing the underlying ideas to be more easily understood. Rate of convergence, iterate averaging, high-dimensional problems, stability-ODE methods, two time scale, asynchronous and decentralized algorithms, general correlated and state-dependent noise, perturbed test function methods, and large devitations methods, are covered. Many motivational examples from learning theory, ergodic cost problems for discrete event systems, wireless communications, adaptive control, signal processing, and elsewhere, illustrate the application of the theory.

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	Science/Engineering Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability) Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability)Springer \| ISBN 038730679X \| 2007-07-27 \| PDF \| 482 pages \| 6.6 MBSampling-based computational methods have become a fundamental part of the numeri ...
	Economics/Finances Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability) Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability): Peter E. Kloeden, Eckhard Platen Springer \| ISBN: 3540540628 \| 2000-11-28 \| PDF (OCR) \| 636 pages \| 5.55 Mb The numerical analysis of s ...
	Science/Engineering Average-Cost Control of Stochastic Manufacturing Systems (Stochastic Modelling and Applied Probability) Average-Cost Control of Stochastic Manufacturing Systems (Stochastic Modelling and Applied Probability) Springer \| March 29, 2005 \| ISBN-10: 0387219471 \| 324 pages \| PDF \| 1.82 mbMost manufacturing systems are large, complex, and operate i ...
	Science/Engineering Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications (Stochastic Modelling and Applied Probability) Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications (Stochastic Modelling and Applied Probability) Springer \| October 25, 2004 \| ISBN-10: 038721948X \| 347 pages \| PDF \| 2.2 mbThis book focuses on the theory and application ...
	Mathematics Controlled Diffusion Processes (Stochastic Modelling and Applied Probability) Controlled Diffusion Processes (Stochastic Modelling and Applied Probability)Springer \| 3540709134 \| 2008-11-01 \| HTML & PDF \| 310 Pages \| 6 Mb This book deals with the optimal control of solutions of fully observable It?-type stochastic di ...
	Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability) Author: Marek Rutkowski, Marek MusielaPublisher: Springer (2008)Binding: Hardcover, 636 pagespricer: $95.00ISBN-10: 3540209662editorialreviewsIn the 2nd edition some sections of Part I are omitted for better readability, and a brand new cha ...

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