Stochastic Approximation: A Dynamical Systems Viewpoint: Second Edition (1st ed. 2022) (Texts and Readings in Mathematics #48)

By: Vivek S. Borkar

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Synopsis: This book serves as an advanced text for a graduate course on stochastic algorithms for graduate students in probability and statistics, engineering, economics and machine learning. This second edition gives a comprehensive treatment of stochastic approximation algorithms based on the “ordinary differential equation (ODE) approach” which analyses the algorithm in terms of a limiting ODE. It has a streamlined treatment of the classical convergence analysis and includes several recent developments such as concentration bounds, avoidance of traps, stability tests, distributed and asynchronous schemes, multiple time scales, general noise models, etc., and a category-wise exposition of many important applications. It is also a useful reference for researchers and practitioners in the field.

Book Quality:: Publisher Quality
ISBN-13:: 9788195196111
Publisher:: Hindustan Book Agency
Date of Addition:: 12/22/22
Copyrighted By:: Hindustan Book Agency
Adult content:: No
Language:: English
Has Image Descriptions:: No
Categories:: Nonfiction, Computers and Internet, Business and Finance, Technology, Mathematics and Statistics
Submitted By:: Bookshare Staff
Usage Restrictions:: This is a copyrighted book.