This book serves as an advanced text for a graduate course on stochastic algorithms for the students of probability and statistics, engineering, economics and machine learning. This second edition gives a comprehensive treatment of stochastic approximation algorithms based on the ordinary differential equation (ODE) approach which analyses the algorithm in terms of a limiting ODE. It has a streamlined treatment of the classical convergence analysis and includes several recent developments such as concentration bounds, avoidance of traps, stability tests, distributed and asynchronous schemes, multiple time scales, general noise models, etc., and a category-wise exposition of many important applications. It is also a useful reference for researchers and practitioners in the field.
| ISBN: | 9789819982769 |
| Publication date: | 1st February 2024 |
| Author: | Vivek S Borkar |
| Publisher: | Springer an imprint of Springer Nature Singapore |
| Format: | Hardback |
| Pagination: | 273 pages |
| Series: | Texts and Readings in Mathematics |
| Genres: |
Probability and statistics Game theory Stochastics Automatic control engineering Management decision making Operational research Artificial intelligence |
This book serves as an advanced text for a graduate course on stochastic algorithms for the students of probability and statistics, engineering, economics and machine learning. This second edition gives a comprehensive treatment of stochastic approximation algorithms based on the ordinary differential equation (ODE) approach which analyses the algorithm in terms of a limiting ODE. It has a streamlined treatment of the classical convergence analysis and includes several recent developments such as concentration bounds, avoidance of traps, stability tests, distributed and asynchronous schemes, multiple time scales, general noise models, etc., and a category-wise exposition of many important applications. It is also a useful reference for researchers and practitioners in the field.
Stochastic Approximation features in the following genres: Probability and statistics, Game theory, Stochastics, Automatic control engineering, Management decision making, Operational research, Artificial intelligence
Stochastic Approximation is available in Hardback
Stochastic Approximation was written by Vivek S Borkar and published by Springer an imprint of Springer Nature Singapore
Stochastic Approximation has 273 pages
Yes it is part of Texts and Readings in Mathematics series
£98.99