ENGLISH

Stochastic Approximation: A Dynamical Systems Viewpoint

By Vivek S. Borkar

Book information

Publisher
Springer
Year
2022
ISBN
9788195196111
Language
english
Format
EPUB
Filesize
23 MB (23709852 bytes)
Series
Texts and Readings in Mathematics, 48
Edition
2
Pages
764\0
Time added
2022-12-16 14:03:08

Description

This book serves as an advanced text for a graduate course on stochastic algorithms for graduate students in 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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