Stochastic Approximation and Optimization of Random Systems
Springer Basel (Verlag)
978-3-7643-2733-0 (ISBN)
1 Almost sure convergence of stochastic approximation procedures 2
2 Recursive methods for linear problems 17
3 Stochastic optimization under stochastic constraints 22
4 A learning model; recursive density estimation 27
5 Invariance principles in stochastic approximation 30
6 On the theory of large deviations 43 References for Part I 45 11 Applicational aspects of stochastic approximation (G. PHug)
7 Markovian stochastic optimization and stochastic approximation procedures 53
8 Asymptotic distributions 71
9 Stopping times 79
1O Applications of stochastic approximation methods 80 References for Part II 90 III Applications to adaptation algorithms (L.
I Foundations of stochastic approximation.-
1 Almost sure convergence of stochastic approximation procedures.-
2 Recursive methods for linear problems.-
3 Stochastic optimization under stochastic constraints.-
4 A learning model; recursive density estimation.-
5 Invariance principles in stochastic approximation.-
6 On the theory of large deviations.- References for Part I.- II Applicational aspects of stochastic approximation.-
7 Markovian stochastic optimization and stochastic approximation procedures.-
8 Asymptotic distributions.-
9 Stopping times.-
10 Applications of stochastic approximation methods.- References for Part II.- III Applications to adaptation algorithms.-
11 Adaptation and tracking.-
12 Algorithm development.-
13 Asymptotic Properties in the decreasing gain case.-
14 Estimation of the tracking ability of the algorithms.- References for Part III.
Erscheint lt. Verlag | 31.3.1992 |
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Reihe/Serie | Oberwolfach Seminars |
Zusatzinfo | VIII, 116 p. |
Verlagsort | Basel |
Sprache | englisch |
Maße | 170 x 244 mm |
Gewicht | 260 g |
Themenwelt | Mathematik / Informatik ► Mathematik ► Allgemeines / Lexika |
Mathematik / Informatik ► Mathematik ► Angewandte Mathematik | |
Schlagworte | algorithms • Approximation • Approximation / Näherung (Mathematik) • Mathematical Statistics • Optimierung • Optimization • Statistics • Stochastik • Variance • Zufall / Random (Statistik) • Zufall (Statistik) |
ISBN-10 | 3-7643-2733-2 / 3764327332 |
ISBN-13 | 978-3-7643-2733-0 / 9783764327330 |
Zustand | Neuware |
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