Stochastic approximation : a dynamical systems viewpoint / Vivek S. Borkar.
Material type:
TextPublication details: Cambridge : Cambridge University Press ; New Delhi : Hindustan Book Agency, 2008.Description: ix, 164 p. ; 24 cmISBN: - 9780521515924 (hbk.)
- 519.23 23 B734
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 519.23 B734 (Browse shelf(Opens below)) | Available | 136536 |
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| 519.23 B711 Probability and random errors | 519.23 B711 Probability and random errors | 519.23 B726 Coloured stochastic vertex models and their spectral theory/ | 519.23 B734 Stochastic approximation : | 519.23 B736 Elements of stochastic modelling / | 519.23 B744 Mathematical statistics and stochastic processes / | 519.23 B821 Stationary stochastic models |
Includes bibliographical references (p. 156-162) and index.
1. Introduction --
2. Basic convergence analysis --
3. Stability criteria --
4. Lock-in probability --
5. Stochastic recursive inclusions --
6. Multiple timescales --
7. Asynchronous schemes --
8. A limit theorem for fluctuations --
9. Constant stepsize algorithms --
10. Applications --
11. Appendices --
References --
Index.
This is a simple, compact toolkit for designing and analyzing algorithms, with concrete examples from control and communications engineering, artificial intelligence, economic modelling.
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