LEADER 03794nam 22007695 450 001 9910831015103321 005 20250527153253.0 010 $a9789819982776 010 $a9819982774 024 7 $a10.1007/978-981-99-8277-6 035 $a(MiAaPQ)EBC31097978 035 $a(Au-PeEL)EBL31097978 035 $a(CKB)30165811500041 035 $a(DE-He213)978-981-99-8277-6 035 $a(EXLCZ)9930165811500041 100 $a20240131d2023 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aStochastic Approximation: A Dynamical Systems Viewpoint /$fby Vivek S. Borkar 205 $a2nd ed. 2023. 210 1$aSingapore :$cSpringer Nature Singapore :$cImprint: Springer,$d2023. 215 $a1 online resource (280 pages) 225 1 $aTexts and Readings in Mathematics,$x2366-8725 ;$v48 311 08$aPrint version: Borkar, Vivek S. Stochastic Approximation: a Dynamical Systems Viewpoint Singapore : Springer,c2024 9789819982769 320 $aIncludes bibliographical references and index. 327 $a1. Introduction -- 2. Convergence Analysis -- 3. Finite Time Bounds and Traps -- 4. Stability Criteria -- 5. Stochastic Recursive Inclusions -- 6. Asynchronous Schemes -- 7. A Limit Theorem for Fluctuations -- 8. Multiple Timescales -- 9. Constant Stepsize Algorithms -- 10. General Noise Models -- 11. Stochastic Gradient Schemes -- 12. Liapunov and Related Systems -- 13. Appendix A: Topics in Analysis -- 14. Appendix B: Ordinary Differential Equations -- 15. Appendix C: Topics in Probability -- Bibliography -- Index. . 330 $aThis book serves as an advanced text for a graduate course on stochastic algorithms for the students of probability and statistics, engineering, economics and machine learning. This second edition gives a comprehensive treatment of stochastic approximation algorithms based on the ordinary differential equation (ODE) approach which analyses the algorithm in terms of a limiting ODE. It has a streamlined treatment of the classical convergence analysis and includes several recent developments such as concentration bounds, avoidance of traps, stability tests, distributed and asynchronous schemes, multiple time scales, general noise models, etc., and a category-wise exposition of many important applications. It is also a useful reference for researchers and practitioners in the field. 410 0$aTexts and Readings in Mathematics,$x2366-8725 ;$v48 606 $aStatistics 606 $aArtificial intelligence 606 $aProbabilities 606 $aOperations research 606 $aGame theory 606 $aAutomatic control 606 $aStatistical Theory and Methods 606 $aArtificial Intelligence 606 $aProbability Theory 606 $aOperations Research and Decision Theory 606 $aGame Theory 606 $aControl and Systems Theory 606 $aAnàlisi estocàstica$2thub 608 $aLlibres electrònics$2thub 615 0$aStatistics. 615 0$aArtificial intelligence. 615 0$aProbabilities. 615 0$aOperations research. 615 0$aGame theory. 615 0$aAutomatic control. 615 14$aStatistical Theory and Methods. 615 24$aArtificial Intelligence. 615 24$aProbability Theory. 615 24$aOperations Research and Decision Theory. 615 24$aGame Theory. 615 24$aControl and Systems Theory. 615 7$aAnàlisi estocàstica 676 $a519.2 700 $aBorkar$b Vivek S.$0472615 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910831015103321 996 $aStochastic approximation$9225441 997 $aUNINA