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Other titles in the Cambridge Tracts in Mathematics series:
Stochastic Approximationby M. T. Wasan
Synopses & ReviewsPublisher Comments:Stochastic approximation is a relatively new technique for studying the properties of an experimental situation; it has important applications in fields such as medicine and engineering. The subject can be treated either largely as a branch of pure mathematics, or else from an empirical and practical angle. In this book, Dr Wasan gives a rigorous mathematical treatment of the subject, drawing together the scattered results of a number of authors. He discusses the conditions under which the method gives a valid approximation to the required solution; methods for optimal choice of parameters to hasten convergence; the comparison of the method with other techniques. The discussion and proofs of theorems are given in enough detail to make them easy to follow, while a number of interesting examples show how the techniques may be applied in many fields.
Synopsis:Stochastic approximation is a technique for studying the properties of an experimental situation; it has important applications in fields such as medicine and engineering. Dr Wasan gives a rigorous mathematical treatment of the subject. The discussion and proofs of theorems are easy to follow, while a number of interesting examples show how the techniques may be applied in many fields.
Synopsis:A rigorous mathematical treatment of the technique for studying the properties of an experimental situation.
Table of ContentsPreface; 1. Introduction; 2. The RobbinsMonro method; 3. The KieferWolfowitz method; 4. Applications; 5. Multivariate stochasticapproximation methods; 6. Asymptotic normality; 7. The approximation for continuous random processes; 8. Upanddown method; Appendices; Bibliography; Index.
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Related Subjects
Science and Mathematics » Mathematics » Applied


