Stochastic approximation algorithms and applications

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In recent years algorithms of the stochastic approximation type have found applications in new and diverse areas, and new techniques have been developed for proofs of convergence and rate of convergence. The actual and potential applications in signal processing have exploded. New challenges have ar...

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Detalles Bibliográficos
Autores principales: Kushner, Harold J, Yin, G George
Lenguaje:eng
Publicado: Springer 1997
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-1-4899-2696-8
http://cds.cern.ch/record/1667062
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author Kushner, Harold J
Yin, G George
author_facet Kushner, Harold J
Yin, G George
author_sort Kushner, Harold J
collection CERN
description In recent years algorithms of the stochastic approximation type have found applications in new and diverse areas, and new techniques have been developed for proofs of convergence and rate of convergence. The actual and potential applications in signal processing have exploded. New challenges have arisen in applications to adaptive control. This book presents a thorough coverage of the ODE method used to analyze these algorithms.
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institution Organización Europea para la Investigación Nuclear
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publishDate 1997
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spelling cern-16670622021-04-21T21:15:33Zdoi:10.1007/978-1-4899-2696-8http://cds.cern.ch/record/1667062engKushner, Harold JYin, G GeorgeStochastic approximation algorithms and applicationsMathematical Physics and MathematicsIn recent years algorithms of the stochastic approximation type have found applications in new and diverse areas, and new techniques have been developed for proofs of convergence and rate of convergence. The actual and potential applications in signal processing have exploded. New challenges have arisen in applications to adaptive control. This book presents a thorough coverage of the ODE method used to analyze these algorithms.Springeroai:cds.cern.ch:16670621997
spellingShingle Mathematical Physics and Mathematics
Kushner, Harold J
Yin, G George
Stochastic approximation algorithms and applications
title Stochastic approximation algorithms and applications
title_full Stochastic approximation algorithms and applications
title_fullStr Stochastic approximation algorithms and applications
title_full_unstemmed Stochastic approximation algorithms and applications
title_short Stochastic approximation algorithms and applications
title_sort stochastic approximation algorithms and applications
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-1-4899-2696-8
http://cds.cern.ch/record/1667062
work_keys_str_mv AT kushnerharoldj stochasticapproximationalgorithmsandapplications
AT yinggeorge stochasticapproximationalgorithmsandapplications

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