Stochastic approximation and its applications / by Han-Fu Chen.

This book presents the recent development of stochastic approximation algorithms with expanding truncations based on the TS (trajectory-subsequence) method, a newly developed method for convergence analysis. This approach is so powerful that conditions used for guaranteeing convergence have been con...

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Bibliographic Details

Online Access:	Full Text (via EBSCO)
Main Author:	Chen, Hanfu
Format:	eBook
Language:	English
Published:	New York : Kluwer Academic Publishers, ©2003.
Series:	Nonconvex optimization and its applications ; v. 64.
Subjects:	Stochastic approximation.