Name: stochastic approximation,a dynamical systems viewpoint
Price: 3302.00 TWD
Availability: InStock
Author: Borkar, Vivek S.
ISBN: 9780521515924

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stochastic approximation,a dynamical systems viewpoint

Type

Physical Book

Author

Vivek S. Borkar

Publisher

Cambridge University Press

Language

English

Pages

164

Format

Hardcover

Dimensions

22.9 x 15.2 x 1.5 cm

Weight

0.39 kg.

ISBN

0521515920

ISBN13

9780521515924

Synopsis "stochastic approximation,a dynamical systems viewpoint"

This simple, compact toolkit for designing and analyzing stochastic approximation algorithms requires only a basic understanding of probability and differential equations. Although powerful, these algorithms have applications in control and communications engineering, artificial intelligence and economic modeling. Unique topics include finite-time behavior, multiple timescales and asynchronous implementation. There is a useful plethora of applications, each with concrete examples from engineering and economics. Notably it covers variants of stochastic gradient-based optimization schemes, fixed-point solvers, which are commonplace in learning algorithms for approximate dynamic programming, and some models of collective behavior.

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stochastic approximation,a dynamical systems viewpoint - Borkar, Vivek S.

Synopsis "stochastic approximation,a dynamical systems viewpoint"

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