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.
| ISBN: | 9780521604857 |
| Publication date: | 3rd June 2004 |
| Author: | M T Queens University, Ontario Wasan |
| Publisher: | Cambridge University Press |
| Format: | Paperback |
| Pagination: | 216 pages |
| Series: | Cambridge Tracts in Mathematics |
| Genres: |
Stochastics |
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.
Stochastic Approximation features in the following genres: Stochastics
Stochastic Approximation is available in Paperback
Stochastic Approximation was written by M T Queens University, Ontario Wasan and published by Cambridge University Press
Stochastic Approximation has 216 pages
Yes it is part of Cambridge Tracts in Mathematics series