Stochastic approximation and recursive algorithms and applications
Harold J. Kushner
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Stochastic approximation and recursive algorithms and applications
Published
2003
Publisher
Springer
Pages
474
ISBN-10
0387008942
Description
This revised and expanded second edition presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. There is a complete development of both probability one and weak convergence methods for very general noise processes. The proofs of convergence use the ODE method, the most powerful to date. The assumptions and proof methods are designed to cover the needs of recent applications. The development proceeds from simple to complex problems, allowing the underlying ideas to be more easily understood. Rate of convergence, iterate averaging, high-dimensional problems, stability-ODE methods, two time scale, asynchronous and decentralized algorithms, state-dependent noise, stability methods for correlated noise, perturbed test function methods, and large deviations methods are covered. Many motivating examples from learning theory, ergodic cost problems for discrete event systems, wireless communications, adaptive control, signal processing, and elsewhere illustrate the applications of the theory.
Subjects
Theory of Formal Systems
Rekursive Funktionen
Computability & unsolvability
Computability and logic
Aufzählbarkeit, Entscheidbarkeit, Berechenbarkeit
Linear recurrence relations over finite fields
Frequently Asked Questions
How many pages are in Stochastic approximation and recursive algorithms and applications?
This edition of Stochastic approximation and recursive algorithms and applications has approximately 474 pages. Please note, this is an estimate and the exact page count can vary between hardcover, paperback, and e-book versions.
How long does it take to read Stochastic approximation and recursive algorithms and applications?
For most readers, Stochastic approximation and recursive algorithms and applications typically takes between 9h 53m and 6h 35m to complete. This is based on the book's length of approximately 118,500 words and common reading speeds.
Here's a detailed breakdown: • Continuous reading at 250 WPM: approximately 7h 54m of focused reading • Casual reading (30 minutes/day): you could finish in roughly 16 days • Estimated word count: 118,500 words
Your individual reading time will vary based on your personal reading pace, the amount of daily reading time, and your familiarity with the subject matter.
What is the word count of Stochastic approximation and recursive algorithms and applications?
The estimated word count for Stochastic approximation and recursive algorithms and applications is approximately 118,500 words. This figure is calculated using industry-standard methods that consider genre-specific word density patterns, typical formatting and layout characteristics, and standard words-per-page ratios for published books.
This is an approximation — actual word count may vary based on font size, formatting, edition, and the presence of illustrations or charts.
Who is the author of Stochastic approximation and recursive algorithms and applications?
Stochastic approximation and recursive algorithms and applications was written by Harold J. Kushner.
When was Stochastic approximation and recursive algorithms and applications published?
The publication date for this specific edition is 2003. The original work may have been published on a different date.