Stochastic Approximation Hardback: A Dynamical Systems Viewpoint - Hardcover

Borkar

Hardcover

ISBN 10: 0521515920 ISBN 13: 9780521515924

Verlag: Cambridge University Press, 2008

Inhaltsangabe

Simple, compact toolkit for designing and analyzing algorithms, with concrete examples from control and communications engineering, artificial intelligence, economic modelling. The key is viewing algorithms as noisy discretizations of limiting differential equations, which are usually easier to handle. Novel topics include finite-time behaviour, multiple timescales and asynchronous implementation. Powerful stuff!

Über diesen Titel

Críticas

'I highly recommend [this book] to all readers interested in the theory of recursive algorithms and its applications in practice.' Mathematical Reviews

'This simple compact toolkit for designing and analyzing stochastic approximation algorithms requires only basic literacy in probability and differential equations ... Ideal for graduate students, researchers and practitioners in electrical engineering and computer science, especially those working in control, communications, signal processing and machine learning, this book is also relevant to economics, probability and statistics.' L'Enseignement Mathématique

Biografía del autor

Vivek S. Borkar is dean of the School of Technology and Computer Science at the Tata Institute of Fundamental Research. A distinguished researcher in stochastic and adaptive control, he distils his deep knowledge and broad experience in this motivating book.

Details zur Ausgabe

• Verlag: Cambridge University Press
• Erscheinungsdatum: 2008
• ISBN 10: 0521515920
• ISBN 13: 9780521515924
• Einband: Tapa dura
• Sprache: Englisch
• Auflage: 1
• Anzahl der Seiten: 176