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Stochastic Approximation: A Dynamical Systems Viewpoint

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 differenti...

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Bibliografische gegevens
Hoofdauteur: Borkar, Vivek S. (Auteur)
Coauteur: SpringerLink (Online service)
Formaat: Elektronisch E-boek
Taal:Engels
Gepubliceerd in: Singapore : Springer Nature Singapore : Imprint: Springer, 2023.
Editie:2nd ed. 2023.
Reeks:Texts and Readings in Mathematics, 48
Onderwerpen:
Statistics .
Artificial intelligence.
Probabilities.
Operations research.
Game theory.
Control engineering.
Statistical Theory and Methods.
Artificial Intelligence.
Probability Theory.
Operations Research and Decision Theory.
Game Theory.
Control and Systems Theory.
Online toegang:https://doi.org/10.1007/978-981-99-8277-6
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Inhoudsopgave:
  • 1. Introduction
  • 2. Convergence Analysis
  • 3. Finite Time Bounds and Traps
  • 4. Stability Criteria
  • 5. Stochastic Recursive Inclusions
  • 6. Asynchronous Schemes
  • 7. A Limit Theorem for Fluctuations
  • 8. Multiple Timescales
  • 9. Constant Stepsize Algorithms
  • 10. General Noise Models
  • 11. Stochastic Gradient Schemes
  • 12. Liapunov and Related Systems
  • 13. Appendix A: Topics in Analysis
  • 14. Appendix B: Ordinary Differential Equations
  • 15. Appendix C: Topics in Probability
  • Bibliography
  • Index. .

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