书目名称 | Stochastic Approximation and Optimization of Random Systems | 编辑 | Lennart Ljung,Georg Pflug,Harro Walk | 视频video | | 丛书名称 | Oberwolfach Seminars | 图书封面 |  | 描述 | The DMV seminar "Stochastische Approximation und Optimierung zufalliger Systeme" was held at Blaubeuren, 28. 5. -4. 6. 1989. The goal was to give an approach to theory and application of stochas tic approximation in view of optimization problems, especially in engineering systems. These notes are based on the seminar lectures. They consist of three parts: I. Foundations of stochastic approximation (H. Walk); n. Applicational aspects of stochastic approximation (G. PHug); In. Applications to adaptation :ugorithms (L. Ljung). The prerequisites for reading this book are basic knowledge in probability, mathematical statistics, optimization. We would like to thank Prof. M. Barner and Prof. G. Fischer for the or ganization of the seminar. We also thank the participants for their cooperation and our assistants and secretaries for typing the manuscript. November 1991 L. Ljung, G. PHug, H. Walk Table of contents I Foundations of stochastic approximation (H. Walk) §1 Almost sure convergence of stochastic approximation procedures 2 §2 Recursive methods for linear problems 17 §3 Stochastic optimization under stochastic constraints 22 §4 A learning model; recursive density estimation 27 §5 In | 出版日期 | Book 1992 | 关键词 | Variance; algorithms; mathematical statistics; optimization; statistics | 版次 | 1 | doi | https://doi.org/10.1007/978-3-0348-8609-3 | isbn_softcover | 978-3-7643-2733-0 | isbn_ebook | 978-3-0348-8609-3Series ISSN 1661-237X Series E-ISSN 2296-5041 | issn_series | 1661-237X | copyright | Springer Basel AG 1992 |
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