bookHindustan Book AgencyJan 1, 2022Closed access

Stochastic Approximation: A Dynamical Systems Viewpoint

VSVivek S. Borkar

Indian Institute of Technology Bombay

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Abstract

This second edition presents a comprehensive view of the ODE-based approach for the analysis of stochastic approximation algorithms.

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871
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Topics & keywords

Topics
Keywords
  • Dynamical systems theory
  • Computer science
  • Statistical physics
  • Mathematical economics
  • Applied mathematics
  • Mathematics
  • Mathematical optimization
  • Physics
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