Stochastic Approximation and Recursive Algorithms and Applications

This revised and expanded second edition presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. There is a complete development of both probability one and weak convergence methods for very...

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Bibliographic Details
Main Authors: Kushner, Harold J. (Author), Yin, G. George. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language:English
Published: New York, NY : Springer New York, 2003.
Edition:Second Edition.
Series:Stochastic Modelling and Applied Probability, 35
Subjects:
Online Access:View fulltext via EzAccess