ENGLISH

Stochastic Approximation: A Dynamical Systems Viewpoint

By Vivek S. Borkar

Book information

Publisher
Springer
Year
2024
ISBN
9819982766, 9789819982769
Language
english
Format
PDF
Filesize
7 MB (6909667 bytes)
Series
Texts and Readings in Mathematics; 48
Edition
2
Pages
288\280
Time added
2024-03-10 08:08:10

Description

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 differential equation (ODE) approach which analyses the algorithm in terms of a limiting ODE. It has a streamlined treatment of the classical convergence analysis and includes several recent developments such as concentration bounds, avoidance of traps, stability tests, distributed and asynchronous schemes, multiple time scales, general noise models, etc., and a category-wise exposition of many important applications. It is also a useful reference for researchers and practitioners in the field.

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