Stochastic approximation optimization random (11 Ergebnisse)
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Stochastic Approximation and Optimization of Random Systems
Ljung, Lennart; Pflug, Georg Ch. (Institute of Statistics, University of Vienna, Austria); Walk, Harro
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Zustand: New. Series: Oberwolfach Seminars. Num Pages: 124 pages, biography. BIC Classification: PBT; PBWL. Category: (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 244 x 170 x 6. Weight in Grams: 217. . 1992. Paperback. . . . .
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Stochastic Approximation and Optimization of Random Systems
Ljung, Lennart; Pflug, Georg Ch. (Institute of Statistics, University of Vienna, Austria); Walk, Harro
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Zustand: New. Series: Oberwolfach Seminars. Num Pages: 124 pages, biography. BIC Classification: PBT; PBWL. Category: (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 244 x 170 x 6. Weight in Grams: 217. . 1992. Paperback. . . . . Books ship from the US and Ireland.
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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - The DMV seminar 'Stochastische Approximation und Optimierung zufalliger Systeme' was held at Blaubeuren, 28. 5. -4. 6. 1989. The goal was to give an approach to theory and application of stochas tic approximation in view of optimization problems, esp…ecially in engineering systems. These notes are based on the seminar lectures. They consist of three parts: I. Foundations of stochastic approximation (H. Walk); n. Applicational aspects of stochastic approximation (G. PHug); In. Applications to adaptation :ugorithms (L. Ljung). The prerequisites for reading this book are basic knowledge in probability, mathematical statistics, optimization. We would like to thank Prof. M. Barner and Prof. G. Fischer for the or ganization of the seminar. We also thank the participants for their cooperation and our assistants and secretaries for typing the manuscript. November 1991 L. Ljung, G. PHug, H. Walk Table of contents I Foundations of stochastic approximation (H. Walk)1 Almost sure convergence of stochastic approximation procedures 22 Recursive methods for linear problems 173 Stochastic optimization under stochastic constraints 224 A learning model; recursive density estimation 275 Invariance principles in stochastic approximation 306 On the theory of large deviations 43 References for Part I 45 11 Applicational aspects of stochastic approximation (G. PHug)7 Markovian stochastic optimization and stochastic approximation procedures 538 Asymptotic distributions 719 Stopping times 791O Applications of stochastic approximation methods 80 References for Part II 90 III Applications to adaptation algorithms (L.
Sprache: Englisch
Verlag: Birkhäuser Berlin, Birkhäuser Basel, Birkhäuser Mrz 1992, 1992
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Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The DMV seminar 'Stochastische Approximation und Optimierung zufalliger Systeme' was held at Blaubeuren, 28. 5. -4. 6. 1989. The goal was to give an approach to theory and application of stochas tic approximation in view of optimizati…on problems, especially in engineering systems. These notes are based on the seminar lectures. They consist of three parts: I. Foundations of stochastic approximation (H. Walk); n. Applicational aspects of stochastic approximation (G. PHug); In. Applications to adaptation :ugorithms (L. Ljung). The prerequisites for reading this book are basic knowledge in probability, mathematical statistics, optimization. We would like to thank Prof. M. Barner and Prof. G. Fischer for the or ganization of the seminar. We also thank the participants for their cooperation and our assistants and secretaries for typing the manuscript. November 1991 L. Ljung, G. PHug, H. Walk Table of contents I Foundations of stochastic approximation (H. Walk)1 Almost sure convergence of stochastic approximation procedures 22 Recursive methods for linear problems 173 Stochastic optimization under stochastic constraints 224 A learning model; recursive density estimation 275 Invariance principles in stochastic approximation 306 On the theory of large deviations 43 References for Part I 45 11 Applicational aspects of stochastic approximation (G. PHug)7 Markovian stochastic optimization and stochastic approximation procedures 538 Asymptotic distributions 719 Stopping times 791O Applications of stochastic approximation methods 80 References for Part II 90 III Applications to adaptation algorithms (L. 116 pp. Englisch.
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Taschenbuch. Zustand: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The DMV seminar 'Stochastische Approximation und Optimierung zufalliger Systeme' was held at Blaubeuren, 28. 5. -4. 6. 1989. The goal was to give an approach to theory and application of stochas tic approximation in view of optimization p…roblems, especially in engineering systems. These notes are based on the seminar lectures. They consist of three parts: I. Foundations of stochastic approximation (H. Walk); n. Applicational aspects of stochastic approximation (G. PHug); In. Applications to adaptation :ugorithms (L. Ljung). The prerequisites for reading this book are basic knowledge in probability, mathematical statistics, optimization. We would like to thank Prof. M. Barner and Prof. G. Fischer for the or ganization of the seminar. We also thank the participants for their cooperation and our assistants and secretaries for typing the manuscript. November 1991 L. Ljung, G. PHug, H. Walk Table of contents I Foundations of stochastic approximation (H. Walk) 1 Almost sure convergence of stochastic approximation procedures 2 2 Recursive methods for linear problems 17 3 Stochastic optimization under stochastic constraints 22 4 A learning model; recursive density estimation 27 5 Invariance principles in stochastic approximation 30 6 On the theory of large deviations 43 References for Part I 45 11 Applicational aspects of stochastic approximation (G. PHug) 7 Markovian stochastic optimization and stochastic approximation procedures 53 8 Asymptotic distributions 71 9 Stopping times 79 1O Applications of stochastic approximation methods 80 References for Part II 90 III Applications to adaptation algorithms (L.Springer Nature c/o IBS, Benzstrasse 21, 48619 Heek 128 pp. Englisch.
