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Stochastic Approximation Algorithms and Applications

  • Harold J. Kushner
  • G. George Yin

Part of the Applications of Mathematics book series (SMAP, volume 35)

Table of contents

  1. Front Matter
    Pages i-xxi
  2. Harold J. Kushner, G. George Yin
    Pages 1-24
  3. Harold J. Kushner, G. George Yin
    Pages 25-46
  4. Harold J. Kushner, G. George Yin
    Pages 47-66
  5. Harold J. Kushner, G. George Yin
    Pages 67-83
  6. Harold J. Kushner, G. George Yin
    Pages 85-133
  7. Harold J. Kushner, G. George Yin
    Pages 135-184
  8. Harold J. Kushner, G. George Yin
    Pages 185-212
  9. Harold J. Kushner, G. George Yin
    Pages 213-250
  10. Harold J. Kushner, G. George Yin
    Pages 251-272
  11. Harold J. Kushner, G. George Yin
    Pages 273-325
  12. Harold J. Kushner, G. George Yin
    Pages 327-346
  13. Harold J. Kushner, G. George Yin
    Pages 347-391
  14. Back Matter
    Pages 393-417

About this book

Introduction

In recent years algorithms of the stochastic approximation type have found applications in new and diverse areas, and new techniques have been developed for proofs of convergence and rate of convergence. The actual and potential applications in signal processing have exploded. New challenges have arisen in applications to adaptive control. This book presents a thorough coverage of the ODE method used to analyze these algorithms.

Keywords

Markov chain Martingal Martingale Variance diffusion process jump diffusion probability random walk stochastic differential equation

Authors and affiliations

  • Harold J. Kushner
    • 1
  • G. George Yin
    • 2
  1. 1.Division of Applied MathematicsBrown UniversityProvidenceUSA
  2. 2.Department of MathematicsWayne State UniversityDetroitUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4899-2696-8
  • Copyright Information Springer-Verlag New York 1997
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4899-2698-2
  • Online ISBN 978-1-4899-2696-8
  • Series Print ISSN 0172-4568
  • Buy this book on publisher's site