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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.
Zakup książki
Stochastic Approximation, Vivek S. Borkar
- Język
- Rok wydania
- 2008
- Oprawa
- (twarda)
Metody płatności
Brakuje nam tutaj Twojej recenzji.
- Tytuł
- Stochastic Approximation
- Język
- angielski
- Autorzy
- Vivek S. Borkar
- Rok wydania
- 2008
- Oprawa
- twarda
- Liczba stron
- 164
- ISBN10
- 0521515920
- ISBN13
- 9780521515924
- Seria
- Tagi
- Biznes
- Ocena
- 4 z 5
- Opis
- 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.