Stochastic Approximation and Recursive Algorithms and Applications

by Harold Kushner, G. George Yin

This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a thorough revision, although the main features and structure remain unchanged. It contains many additional applications and results as well as more detailed discussion.

500 pages, Hardcover

First published July 17, 2003