Stochastic Approximation
Overview
Stochastic approximation is a relatively new technique for studying the properties of an experimental situation; it has important applications in fields such as medicine and engineering. The subject can be treated either largely as a branch of pure mathematics, or else from an empirical and practical angle. In this book, Dr Wasan gives a rigorous mathematical treatment of the subject, drawing together the scattered results of a number of authors. He discusses the conditions under which the method gives a valid approximation to the required solution; methods for optimal choice of parameters to hasten convergence; the comparison of the method with other techniques. The discussion and proofs of theorems are given in enough detail to make them easy to follow, while a number of interesting examples show how the techniques may be applied in many fields.
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Details
- ISBN-13: 9780521604857
- ISBN-10: 0521604850
- Publisher: Cambridge University Press
- Publish Date: June 2004
- Dimensions: 8.54 x 5.6 x 0.6 inches
- Shipping Weight: 0.65 pounds
- Page Count: 216
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