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Stochastic Approximation Methods for Constrained and Unconstrained Systems (Applied Mathematical Sciences 26) (1978)

Kushner, H.J./ Clark, D.S.
100.69 SGD
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90.63

Product Description

The book deals with a powerful and convenient approach to a great variety of types of problems of the recursive monte-carlo or stochastic approximation type. The approach, relating algorithm behavior to qualitative properties of deterministic or stochastic differ­ ential equations, has advantages in algorithm conceptualiza­ tion and design.

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