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Stochastic Approximation: A Dynamical Systems Viewpoint

Vivek S. Borkar
Publisher: 
Cambridge University Press and Hindustan Book Agency
Publication Date: 
2008
Number of Pages: 
164
Format: 
Hardcover
Price: 
70.00
ISBN: 
9780521515924
Category: 
Monograph
We do not plan to review this book.

Preface

1. Introduction

2. Basic convergence analysis

3. Stability criteria

4. Lock-in probability

5. Stochastic recursive inclusions

6. Multiple timescales

7. Asynchronous schemes

8. A limit theorem for fluctuations

9. Constant stepsize algorithms

10. Applications

11. Appendices

References

Index

Dummy View - NOT TO BE DELETED