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Stochastic Approximation (Cambridge Tracts in Mathematics)
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ISBN
:
9780521604857
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Publisher
:
Cambridge University Press
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Subject
:
Mathematics
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Binding
:
PAPERBACK
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Pages
:
216
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Year
:
2004
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4255.0
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3446.0
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Description
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 tohasten 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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