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Wasan

Stochastic Approximation

Medium: Buch
ISBN: 978-0-521-60485-7
Verlag: Cambridge University Press
Erscheinungstermin: 17.04.2004
Lieferfrist: bis zu 10 Tage

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
Autoren/Hrsg.

Autoren

Preface; 1. Introduction; 2. The Robbins-Monro method; 3. The Kiefer-Wolfowitz method; 4. Applications; 5. Multivariate stochastic-approximation methods; 6. Asymptotic normality; 7. The approximation for continuous random processes; 8. Up-and-down method; Appendices; Bibliography; Index.