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Stochastic Approximation Methods for Constrained and Unconstrained Systems - H.J. Kushner - Bog

af H.J. Kushner, D.S. Clark

indgår i Applied Mathematical Sciences serien

Stochastic Approximation Methods for Constrained and Unconstrained Systems af H.J. Kushner
Bag om Stochastic Approximation Methods for Constrained and Unconstrained Systems

The book deals with a powerful and convenient approach to a great variety of types of problems of the recursive monte-carlo or stochastic approximation type. The approach, relating algorithm behavior to qualitative properties of deterministic or stochastic differ ential equations, has advantages in algorithm conceptualiza tion and design.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780387903415
  • Indbinding:
  • Paperback
  • Sideantal:
  • 263
  • Udgivet:
  • 1. august 1978
  • Udgave:
  • 11978
  • Størrelse:
  • 234x156x14 mm.
  • Vægt:
  • 860 g.
  • 8-11 hverdage.
  • 9. december 2024

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Beskrivelse af Stochastic Approximation Methods for Constrained and Unconstrained Systems

The book deals with a powerful and convenient approach to a great variety of types of problems of the recursive monte-carlo or stochastic approximation type. The approach, relating algorithm behavior to qualitative properties of deterministic or stochastic differ ential equations, has advantages in algorithm conceptualiza tion and design.

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