Stochastic approximation and recursive algorithms and applications [electronic resource] / Harold J. Kushner, G. George Yin.

This revised and expanded second edition presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. There is a complete development of both probability one and weak convergence methods for very...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Authors:	Kushner, Harold J. (Harold Joseph), 1933- (Author), Yin, George, 1954- (Author)
Format:	Electronic eBook
Language:	English
Published:	New York : Springer, ©2003.
Edition:	Second edition.
Series:	Applications of mathematics ; 35.
Subjects:	Stochastic approximation. Recursive functions. Approximation algorithms.