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Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
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612-822-4611
Stochastic Approximation

Stochastic Approximation

Hardcover

Probability & Statistics

ISBN10: 0521515920
ISBN13: 9780521515924
Publisher: Cambridge
Published: Sep 1 2008
Pages: 176
Weight: 0.85
Height: 0.60 Width: 6.00 Depth: 9.00
Language: English
This simple, compact toolkit for designing and analyzing stochastic approximation algorithms requires only a basic understanding of probability and differential equations. Although powerful, these algorithms have applications in control and communications engineering, artificial intelligence and economic modeling. Unique topics include finite-time behavior, multiple timescales and asynchronous implementation. There is a useful plethora of applications, each with concrete examples from engineering and economics. Notably it covers variants of stochastic gradient-based optimization schemes, fixed-point solvers, which are commonplace in learning algorithms for approximate dynamic programming, and some models of collective behavior.

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Probability & Statistics