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Approximation and Weak Convergence Methods for Random Processes, with Applications to Stochastic Systems Theory
Language: en
Pages: 296
Authors: Harold Joseph Kushner
Categories: Computers
Type: BOOK - Published: 1984 - Publisher: MIT Press

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Control and communications engineers, physicists, and probability theorists, among others, will find this book unique. It contains a detailed development of app
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Language: en
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Authors: Harold Kushner
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
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Pages: 233
Authors: Harold J. Kushner
Categories: Control theory
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Stochastic Approximation and Recursive Algorithms and Applications
Language: en
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Authors: Harold Kushner
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Type: BOOK - Published: 2006-05-04 - Publisher: Springer Science & Business Media

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This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstra
Stochastic Approximation and Optimization of Random Systems
Language: en
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Authors: L. Ljung
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Type: BOOK - Published: 2012-12-06 - Publisher: Birkhäuser

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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