Author: Harold Kushner
Publisher: Springer Science & Business Media
ISBN: 038721769X
Category : Mathematics
Languages : en
Pages : 485
Book Description
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.