Stochastic Approximation

Name: Stochastic Approximation
Brand: Cambridge University Press
SKU: 9780521604857
Price: 287.6 RON
Availability: InStock

Autor: M. T. Wasan

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Editura: Cambridge University Press

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Stochastic approximation is a relatively new technique for studying the properties of an experimenta...

Informații despre carte

Autor

M. T. Wasan

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2004

Pagini

216

EAN

9780521604857

ISBN

0521604850

Enbook ID

02037176

Editura

Cambridge University Press

Greutate

280

Dimensiuni

140 x 216 x 13

Descriere completă

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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