Stochastic approximation

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Stochastic approximation / M.T. Wasan

資料種別:: 図書
出版情報:: London ; New York : Cambridge University Press, 1969
形態:: x, 202 p. ; 23 cm
シリーズ名:: Cambridge tracts in mathematics and mathematical physics ; no. 58 <BA0066325X>
著者名:: Wasan, M. T <DA0122210X>
ISBN:: 9780521073684 [0521073685]
書誌ID:: BA0066716X

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注記:

Bibliography: p. 195-199
Includes index

主題:

Approximation theory; Stochastic approximation

言語:

英語

目次情報:

Preface

Introduction / 1：

The Robbins-Monro method / 2：

The Kiefer-Wolfowitz method / 3：

Applications / 4：

Multivariate stochastic-approximation methods / 5：

Asymptotic normality / 6：

The approximation for continuous random processes / 7：

Up-and-down method / 8：

Appendices

Bibliography

Index

Preface

Introduction / 1：

The Robbins-Monro method / 2：

The Kiefer-Wolfowitz method / 3：

Applications / 4：

Multivariate stochastic-approximation methods / 5：

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