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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Vydáno v:Proceedings of the IEEE Ročník 87; číslo 4; s. 688 - 690
Hlavní autor: Spall, J.C.
Médium: Book Review Journal Article
Jazyk:angličtina
Vydáno: IEEE 01.04.1999
Témata:
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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Abstract 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.
AbstractList 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.
Author Spall, J.C.
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Cites_doi 10.1007/978-1-4615-6293-1
10.1007/BF01071091
10.1109/72.623213
10.1137/0330046
10.1016/0893-6080(90)90029-K
10.1007/978-3-642-75894-2
10.1109/3477.558808
10.1109/9.119632
10.1007/978-3-0348-8609-3
10.1007/978-3-662-12880-0
10.1007/978-1-4684-9352-8
10.1007/978-1-4613-1449-3
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References ref13
duflo (ref3) 1997
ref14
ref11
ref2
ref1
ruppert (ref12) 1991
ref8
ref7
ref4
kushner (ref6) 1978
polyak (ref10) 1973; 34
ref5
pflug (ref9) 1996
References_xml – volume: 34
  start-page: 377
  year: 1973
  ident: ref10
  article-title: pseudogradient adaptation and training algorithms
  publication-title: Automat Remote Contr
– start-page: 503
  year: 1991
  ident: ref12
  article-title: stochastic approximation
  publication-title: Handbook of Sequential Analysis
– ident: ref5
  doi: 10.1007/978-1-4615-6293-1
– ident: ref4
  doi: 10.1007/BF01071091
– ident: ref8
  doi: 10.1109/72.623213
– ident: ref11
  doi: 10.1137/0330046
– ident: ref14
  doi: 10.1016/0893-6080(90)90029-K
– ident: ref1
  doi: 10.1007/978-3-642-75894-2
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  doi: 10.1109/3477.558808
– ident: ref13
  doi: 10.1109/9.119632
– ident: ref7
  doi: 10.1007/978-3-0348-8609-3
– year: 1997
  ident: ref3
  publication-title: Random Iterative Models
  doi: 10.1007/978-3-662-12880-0
– year: 1978
  ident: ref6
  publication-title: Stochastic Approximation Methods for Constrained and Unconstrained Systems
  doi: 10.1007/978-1-4684-9352-8
– year: 1996
  ident: ref9
  publication-title: Optimization of Stochastic Models
  doi: 10.1007/978-1-4613-1449-3
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Snippet 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...
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SubjectTerms Approximation algorithms
Control systems
Convergence
Differential equations
Heart
Neural networks
Optical wavelength conversion
Signal processing algorithms
Stochastic processes
Title Review Of Stochastic Approximation Algorithms And Applications [Book Reviews]
URI https://ieeexplore.ieee.org/document/752525
https://www.proquest.com/docview/27124624
Volume 87
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