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.
Product details
- Paperback | 216 pages
- 140 x 216 x 13mm | 280g
- 03 Jun 2004
- CAMBRIDGE UNIVERSITY PRESS
- Cambridge, United Kingdom
- English
- Revised ed.
- Worked examples or Exercises
- 0521604850
- 9780521604857
- 1,966,618
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