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Look Inside Stochastic Approximation

Stochastic Approximation

$52.00 (C)

Part of Cambridge Tracts in Mathematics

  • Date Published: June 2004
  • availability: Available
  • format: Paperback
  • isbn: 9780521604857

$ 52.00 (C)
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About the Authors
  • Stochastic approximation is a relatively new technique for studying the properties of an experimental situation; it has important applications in fields such as medicine and engineering. The subject can be treated either largely as a branch of pure mathematics, or else from an empirical and practical angle. In this book, Dr Wasan gives a rigorous mathematical treatment of the subject, drawing together the scattered results of a number of authors. He discusses the conditions under which the method gives a valid approximation to the required solution; methods for optimal choice of parameters to hasten convergence; the comparison of the method with other techniques. The discussion and proofs of theorems are given in enough detail to make them easy to follow, while a number of interesting examples show how the techniques may be applied in many fields.

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    Product details

    • Date Published: June 2004
    • format: Paperback
    • isbn: 9780521604857
    • length: 216 pages
    • dimensions: 216 x 140 x 13 mm
    • weight: 0.28kg
    • availability: Available
  • Table of Contents

    Preface
    1. Introduction
    2. The Robbins-Monro method
    3. The Kiefer-Wolfowitz method
    4. Applications
    5. Multivariate stochastic-approximation methods
    6. Asymptotic normality
    7. The approximation for continuous random processes
    8. Up-and-down method
    Appendices
    Bibliography
    Index.

  • Author

    M. T. Wasan, Queen's University, Ontario

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