Review Of Stochastic Approximation Algorithms And Applications [Book Reviews]

An overview is given of stochastic approximation (SA), as subject of considerable interest for nearly half a century. A thorough and insightful treatment of SA is presented focusing on the most popular SA algorithm forms. In addition to treating the theory behind convergence of SA algorithms, some a...

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Vydané v:Proceedings of the IEEE Ročník 87; číslo 4; s. 688 - 690
Hlavný autor: Spall, J.C.
Médium: Book Review Journal Article
Jazyk:English
Vydavateľské údaje: IEEE 01.04.1999
Predmet:
Approximation algorithms
Control systems
Convergence
Differential equations
Heart
Neural networks
Optical wavelength conversion
Signal processing algorithms
Stochastic processes
ISSN:0018-9219, 1558-2256
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Shrnutí:An overview is given of stochastic approximation (SA), as subject of considerable interest for nearly half a century. A thorough and insightful treatment of SA is presented focusing on the most popular SA algorithm forms. In addition to treating the theory behind convergence of SA algorithms, some applications are also detailed.
Bibliografia:ObjectType-Article-2
SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 23
ISSN:0018-9219
1558-2256
DOI:10.1109/JPROC.1999.752525