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Stochastic Approximation - Vivek S. Borkar

Anglų
2008-09-04
122,18 € 162,91 €

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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 implementatio ... Visas aprašymas

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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.

Daugiau informacijos

Autorius Vivek S. Borkar
Leidėjas Cambridge University Press
Išleidimo metai 2008
Viršelio tipas Kieti viršeliai
EAN 9780521515924
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122,18 € 162,91 €