Stochastic Approximation and Recursive Algorithms and Applications: v. 35 (Stochastic Modelling and Applied Probability)

by G . George Yin (Author), HaroldJ.Kushner (Author)

• New

  Hardcover
  2003

  $228.76

  This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a thorough revision, although the main features and structure remain unchanged. It contains many additional applications and results as well as more detailed discussion.