Stochastic approximation and recursive estimation / M. B. Nevelʹson and R. Z. Hasʹminskii ; translation edited by B. Silver

Auteur principal : Nevelʹson, Mikhail Borisovich, AuteurCo-auteur : Khas'minskii, Rafail Zalmanovich, 1931-, AuteurType de document : MonographieCollection : Translations of mathematical monographs, 47Langue : anglais.Pays: Etats Unis.Éditeur : Providence : American Mathematical Society, 1973Description : 1 vol. (244 p.) ; 24 cmISBN: 0821815970.ISSN: 0065-9282.Bibliographie : Bibliography: p. 237-241.Sujet MSC : 62-02, Research exposition (monographs, survey articles) pertaining to statistics
62L20, Sequential statistical methods, Stochastic approximationEn-ligne : MathSciNet Item type: Monographie
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Bibliography: p. 237-241

This book is devoted to sequential methods of solving a class of problems to which belongs, for example, the problem of finding a maximum point of a function if each measured value of this function contains a random error. Some basic procedures of stochastic approximation are investigated from a single point of view, namely the theory of Markov processes and martingales. Examples are considered of applications of the theorems to some problems of estimation theory, educational theory and control theory, and also to some problems of information transmission in the presence of inverse feedback. (source : AMS)

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