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- 164 Seiten
- 6 Lesestunden
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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.
Buchkauf
Stochastic Approximation, Vivek S. Borkar
- Sprache
- Erscheinungsdatum
- 2008
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- (Hardcover)
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- Titel
- Stochastic Approximation
- Sprache
- Englisch
- Autor*innen
- Vivek S. Borkar
- Erscheinungsdatum
- 2008
- Einband
- Hardcover
- Seitenzahl
- 164
- ISBN10
- 0521515920
- ISBN13
- 9780521515924
- Reihe
- Schlagwörter
- Sachbücher, Handel, Wirtschaft & Management, Wissenschaft & Mathematik, Mathematik
- Bewertung
- 4 von 5 Sternen
- Beschreibung
- 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.