Titlebook: Stochastic Approximation Methods for Constrained and Unconstrained Systems; Harold J. Kushner,Dean S. Clark Book 1978 Springer Science+Bus

清澈

Book 1978n type. Such recu- sive algorithms occur frequently in stochastic and adaptive control and optimization theory and in statistical esti- tion theory. Typically, a sequence {X } of estimates of a n parameter is obtained by means of some recursive statistical th st procedure. The n estimate is some fun

情感脆弱

Convergence w.p.1 for Unconstrained Systems,ic properties of the SA {X.| sequence will be shown to be the same as the asymptotic properties of the solution to an ordinary differential equation, or generalized ordinary differential equation. We will not aim at the most comprehensive results, but will try to develop the general ideas. The basic

Adenoma

Weak Convergence of Probability Measures, and stochastic control theory, where it is convenient or useful to approximate a process by a sequence of other processes or vice versa. The theory is treated thoroughly in Billingsley [B1], and here we only mention some of the ideas which are of particular use in the sequel. The theory is an exten

Gerontology

魅力

古董

Weak Convergence: Constrained Systems, noise. The basic techniques and notation have already been introduced in Chapters IV and V, and we will often omit details when the lines of reasoning are clear from analogous arguments in those chapters.

結(jié)束

誓言

因無茶而冷淡

Book 1978nded considerably. Constrained and unconstrained problems are treated, as is the rate of convergence problem. While the basic method is rather simple, it can be elaborated to allow a broad and deep coverage of stochastic approximation like problems. The approach, relating algorithm behavior to quali

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