Random Iterative Models

  • Marie Duflo

Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 34)

Table of contents

  1. Front Matter
    Pages I-XV
  2. Sources of Recursive Methods

    1. Front Matter
      Pages 1-1
    2. Marie Duflo
      Pages 3-38
    3. Marie Duflo
      Pages 39-74
    4. Marie Duflo
      Pages 75-86
  3. Linear Models

    1. Front Matter
      Pages 87-87
    2. Marie Duflo
      Pages 89-131
    3. Marie Duflo
      Pages 133-177
  4. Nonlinear Models

    1. Front Matter
      Pages 179-179
    2. Marie Duflo
      Pages 181-226
    3. Marie Duflo
      Pages 227-266
  5. Markov Models

    1. Front Matter
      Pages 267-267
    2. Marie Duflo
      Pages 269-304
    3. Marie Duflo
      Pages 305-347
  6. Back Matter
    Pages 349-387

About this book

Introduction

The recent development of computation and automation has lead to quick advances in the theory and practice of recursive methods for stabilization, identification and control of complex stochastic models (guiding a rocket or a plane, orgainizing multiaccess broadcast channels, self-learning of neural networks ...). This book provides a wide-angle view of those methods: stochastic approximation, linear and non-linear models, controlled Markov chains, estimation and adaptive control, learning ... Mathematicians familiar with the basics of Probability and Statistics will find here a self-contained account of many approaches to those theories, some of them classical, some of them leading up to current and future research. Each chapter can form the core material for a course of lectures. Engineers having to control complex systems can discover new algorithms with good performances and reasonably easy computation.

Keywords

(recursive - and functional -) control Markov chain Markov model aaptive tracking causality estimation linear systems markov chains stochastic approximation

Authors and affiliations

  • Marie Duflo
    • 1
  1. 1.Equipe d’Analyse et de Mathématiques AppliquéesUniversité de Marne-la-ValléeNoisy-Le-Grand CedexFrance

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-662-12880-0
  • Copyright Information Springer-Verlag Berlin Heidelberg 1997
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-642-08175-0
  • Online ISBN 978-3-662-12880-0
  • Series Print ISSN 0172-4568
  • About this book