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Stochastic Approximation: A Dynamical Systems Viewpoint

Publisher: 
Cambridge University Press and Hindustan Book Agency
Number of Pages: 
164
Price: 
70.00
ISBN: 
9780521515924
Date Received: 
Tuesday, September 23, 2008
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
Vivek S. Borkar
Publication Date: 
2008
Format: 
Hardcover
Category: 
Monograph

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

Publish Book: 
Modify Date: 
Tuesday, September 23, 2008

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