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.
Not yet reviewed
Be the first to review
Review was not posted due to profanity×
- Date Published: June 2004
- format: Paperback
- isbn: 9780521604857
- length: 216 pages
- dimensions: 216 x 140 x 13 mm
- weight: 0.28kg
- availability: Available
Table of Contents
2. The Robbins-Monro method
3. The Kiefer-Wolfowitz method
5. Multivariate stochastic-approximation methods
6. Asymptotic normality
7. The approximation for continuous random processes
8. Up-and-down method
Sorry, this resource is locked
Please register or sign in to request access. If you are having problems accessing these resources please email email@example.comRegister Sign in
You are now leaving the Cambridge University Press website. Your eBook purchase and download will be completed by our partner www.ebooks.com. Please see the permission section of the www.ebooks.com catalogue page for details of the print & copy limits on our eBooks.Continue ×
Are you sure you want to delete your account?
This cannot be undone.
Thank you for your feedback which will help us improve our service.
If you requested a response, we will make sure to get back to you shortly.×