000 01260cam a22002297a 4500
001 136536
003 ISI Library, Kolkata
005 20160208162757.0
008 090202s2008 enk b 001 0 eng
020 _a9780521515924 (hbk.)
040 _aISI Library
_beng
082 0 4 _a519.23
_223
_bB734
100 1 _aBorkar, Vivek S.
245 1 0 _aStochastic approximation :
_ba dynamical systems viewpoint /
_cVivek S. Borkar.
260 _aCambridge :
_bCambridge University Press ;
_aNew Delhi :
_bHindustan Book Agency,
_c2008.
300 _aix, 164 p. ;
_c24 cm.
504 _aIncludes bibliographical references (p. 156-162) and index.
505 0 _a1. 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.
520 _aThis is a simple, compact toolkit for designing and analyzing algorithms, with concrete examples from control and communications engineering, artificial intelligence, economic modelling.
650 0 _aStochastic approximation.
942 _2ddc
_cBK
999 _c420401
_d420401