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stochastic approximation,a dynamical systems viewpoint (in English)
Vivek S. Borkar
(Author)
·
Cambridge University Press
· Hardcover
stochastic approximation,a dynamical systems viewpoint (in English) - Borkar, Vivek S.
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Synopsis "stochastic approximation,a dynamical systems viewpoint (in English)"
This simple, compact toolkit for designing and analyzing stochastic approximation algorithms requires only a basic understanding of probability and differential equations. Although powerful, these algorithms have applications in control and communications engineering, artificial intelligence and economic modeling. Unique topics include finite-time behavior, multiple timescales and asynchronous implementation. There is a useful plethora of applications, each with concrete examples from engineering and economics. Notably it covers variants of stochastic gradient-based optimization schemes, fixed-point solvers, which are commonplace in learning algorithms for approximate dynamic programming, and some models of collective behavior.
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The book is written in English.
The binding of this edition is Hardcover.
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