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.
Produkteigenschaften
- Artikelnummer: 9780521604857
- Medium: Buch
- ISBN: 978-0-521-60485-7
- Verlag: Cambridge University Press
- Erscheinungstermin: 17.04.2004
- Sprache(n): Englisch
- Auflage: Erscheinungsjahr 2004
- Serie: Cambridge Tracts in Mathematics
- Produktform: Kartoniert, Paperback
- Gewicht: 311 g
- Seiten: 212
- Format (B x H x T): 140 x 216 x 13 mm
- Ausgabetyp: Kein, Unbekannt
