Stochastic Approximation and Recursive Algorithms and Applications

出版者:Springer

作者:Harold J. Kushner

页数:498

出版时间:2003-07-17

价格:USD 104.00

装帧:Hardcover

isbn号码:9780387008943

丛书系列:Stochastic Modelling and Applied Probability

图书标签:信号处理数理ProgrammingMathematics

This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a thorough revision, although the main features and structure remain unchanged. It contains many additional applications and results as well as more detailed discussion.