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随机逼近算法
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485页
随机逼近算法方面的书籍。 Kushner的书。非常不错
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Stochastic Mechanics
Applications of
Random Media
Mathematics
Signal Processing and Image Synthesis
Stochastic Modelling
and Applied Probability
Mathematical Economics and Finance
Stochastic Optimization
Stochastic Control
35
Stochastic Models in Life Sciences
Edited by B. Rozovskii
M. Yor
Advisory Board D. Dawson
D. Geman
G. Grimmett
I. Karatzas
F. Kelly
Y. Le Jan
B. Øksendal
G. Papanicolaou
E. Pardoux
Harold J. Kushner G. George Yin
Stochastic Approximation
and Recursive Algorithms
and Applications
Second Edition
With 31 Figures
Harold J. Kushner G. George Yin
Division of Applied Mathematics Department of Mathematics
Brown University Wayne State University
Providence, RI 02912, USA Detroit, MI 48202, USA
Harold_Kushner@Brown.edu gyin@math.wayne.edu
Managing Editors
B. Rozovskii
Center for Applied Mathematical Sciences
Denney Research Building 308
University of Southern California
1042 West Thirty-sixth Place
Los Angeles, CA 90089, USA
rozovski@math.usc.edu
M. Yor
Laboratoire de Probabilite
´
s et Mode
`
les Ale
´
atoires
Universite
´
de Paris VI
175, rue du Chevaleret
75013 Paris, France
Cover illustration: Cover pattern by courtesy of Rick Durrett, Cornell University, Ithaca, New York.
Mathematics Subject Classification (2000): 62L20, 93E10, 93E25, 93E35, 65C05, 93-02, 90C15
Library of Congress Cataloging-in-Publication Data
Kushner, Harold J. (Harold Joseph), 1933–
Stochastic approximation and recursive algorithms and applications / Harold J. Kushner,
G. George Yin.
p. cm. — (Applications of mathematics ; 35)
Rev. ed. of: Stochastic approximation algorithms and applications, c1997.
ISBN 0-387-00894-2 (acid-free paper)
1. Stochastic approximation. 2. Recursive stochastic algorithms. 3. Recursive algorithms.
I. Kushner, Harold J. (Harold Joseph), 1933–. Stochastic approximation algorithms and
applications. II. Yin, George, 1954– III. Title. IV. Series.
QA274.2.K88 2003
519.2—dc21 2003045459
ISBN 0-387-00894-2 Printed on acid-free paper.
© 2003, 1997 Springer-Verlag New York, Inc.
All rights reserved. This work may not be translated or copied in whole or in part without the
written permission of the publisher (Springer-Verlag New York, Inc., 175 Fifth Avenue, New York,
NY 10010, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use
in connection with any form of information storage and retrieval, electronic adaptation, computer
software, or by similar or dissimilar methodology now known or hereafter developed is forbidden.
The use in this publication of trade names, trademarks, service marks, and similar terms, even if
they are not identified as such, is not to be taken as an expression of opinion as to whether or not
they are subject to proprietary rights.
Printed in the United States of America.
987654321 SPIN 10922088
Typesetting: Pages created by the authors in
2.09 using Springer’s svsing.sty macro.
www.springer-ny.com
Springer-Verlag New York Berlin Heidelberg
A member of BertelsmannSpringer Science+Business Media GmbH
To Our Parents,
Harriet and Hyman Kushner
and
Wanzhen Zhu and Yixin Yin
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- O天涯游子O2016-12-05内容很多,也很全
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