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Book synopsis

Stochastic approximation is a relatively new technique for studying the properties of an experimental situation; it has important applications in fields such as medicine and engineering. The subject can be treated either largely as a branch of pure mathematics, or else from an empirical and practical angle. In this book, Dr Wasan gives a rigorous mathematical treatment of the subject, drawing together the scattered results of a number of authors. He discusses the conditions under which the method gives a valid approximation to the required solution; methods for optimal choice of parameters to hasten convergence; the comparison of the method with other techniques. The discussion and proofs of theorems are given in enough detail to make them easy to follow, while a number of interesting examples show how the techniques may be applied in many fields.

Book details

Book category Books in English Mathematics & science Mathematics Applied mathematics

• Full title: Stochastic Approximation
• Author: M. T. Wasan
• Language: English
• Binding: Paperback
• Number of pages: 216
• EAN: 9780521604857
• ISBN: 0521604850
• ID: 02037176
• Publisher: Cambridge University Press
• Weight: 280 g
• Dimensions: 216 × 140 × 13 mm
• Date of publishing: 03. June 2004

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