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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Stochastic Approximation

Stochastic Approximation

Wasan, M. T.
Bollobas, Bela
Fulton, W.

Paperback

Series: Cambridge Tracts in Mathematics, Book 58

Probability & Statistics

ISBN10: 0521604850
ISBN13: 9780521604857
Publisher: Cambridge University Press
Published: Jun 3 2004
Pages: 216
Weight: 0.65
Height: 0.60 Width: 5.60 Depth: 8.54
Language: English
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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