Stochastic Approximation
Seiten
1969
Cambridge University Press (Verlag)
978-0-521-07368-4 (ISBN)
Cambridge University Press (Verlag)
978-0-521-07368-4 (ISBN)
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Stochastic approximation is a technique for studying the properties of an experimental situation; it has important applications in fields such as medicine and engineering. Dr Wasan gives a rigorous mathematical treatment of the subject. The discussion and proofs of theorems are easy to follow, while a number of interesting examples show how the techniques may be applied in many fields.
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.
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.
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.
| Erscheint lt. Verlag | 1.6.1969 |
|---|---|
| Reihe/Serie | Cambridge Tracts in Mathematics |
| Zusatzinfo | Worked examples or Exercises |
| Verlagsort | Cambridge |
| Sprache | englisch |
| Gewicht | 404 g |
| Themenwelt | Mathematik / Informatik ► Mathematik |
| ISBN-10 | 0-521-07368-5 / 0521073685 |
| ISBN-13 | 978-0-521-07368-4 / 9780521073684 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
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