Description
Book SynopsisSimple, compact toolkit for designing and analyzing algorithms, with concrete examples from control and communications engineering, artificial intelligence, economic modelling.
Trade Review'I highly recommend [this book] to all readers interested in the theory of recursive algorithms and its applications in practice.' Mathematical Reviews
'This simple compact toolkit for designing and analyzing stochastic approximation algorithms requires only basic literacy in probability and differential equations … Ideal for graduate students, researchers and practitioners in electrical engineering and computer science, especially those working in control, communications, signal processing and machine learning, this book is also relevant to economics, probability and statistics.' L'Enseignement Mathématique
Table of ContentsPreface; 1. Introduction; 2. Basic convergence analysis; 3. Stability criteria; 4. Lock-in probability; 5. Stochastic recursive inclusions; 6. Multiple timescales; 7. Asynchronous schemes; 8. A limit theorem for fluctuations; 9. Constant stepsize algorithms; 10. Applications; 11. Appendices; References; Index.
