Author | Kushner, Harold J. author |
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Title | Stochastic Approximation Algorithms and Applications [electronic resource] / by Harold J. Kushner, G. George Yin |
Imprint | New York, NY : Springer New York : Imprint: Springer, 1997 |
Connect to | http://dx.doi.org/10.1007/978-1-4899-2696-8 |
Descript | XXI, 417 p. online resource |
1 Introduction: Applications and Issues -- 2 Applications to Learning, State Dependent Noise, and Queueing -- 3 Applications in Signal Processing and Adaptive Control -- 4 Mathematical Background -- 5 Convergence with Probability One: Martingale Difference Noise -- 6 Convergence with Probability One: Correlated Noise -- 7 Weak Convergence: Introduction -- 8 Weak Convergence Methods for General Algorithms -- 9 Applications: Proofs of Convergence -- 10 Rate of Convergence -- 11 Averaging of the Iterates -- 12 Distributed/Decentralized and Asynchronous Algorithms -- References -- Symbol Index