Stochastic Approximation: A Dynamical Systems Viewpoint
Stochastic Approximation: A Dynamical Systems Viewpoint
Borkar, Vivek S.
Springer Verlag, Singapore
02/2024
273
Dura
Inglês
9789819982769
15 a 20 dias
Descrição não disponível.
1. Introduction.- 2. Convergence Analysis.- 3. Finite Time Bounds and Traps.- 4. Stability Criteria.- 5. Stochastic Recursive Inclusions.- 6. Asynchronous Schemes.- 7. A Limit Theorem for Fluctuations.- 8. Multiple Timescales.- 9. Constant Stepsize Algorithms.- 10. General Noise Models.- 11. Stochastic Gradient Schemes.- 12. Liapunov and Related Systems.- 13. Appendix A: Topics in Analysis.- 14. Appendix B: Ordinary Differential Equations.- 15. Appendix C: Topics in Probability.- Bibliography.- Index.
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stochastic approximation;learning algorithms;adaptive algorithms;ODE approach to stochastic approximation;dynamical systems view of algorithms;sequential statistical methods;artificial intelligence;probability theory;game theory;control theory
1. Introduction.- 2. Convergence Analysis.- 3. Finite Time Bounds and Traps.- 4. Stability Criteria.- 5. Stochastic Recursive Inclusions.- 6. Asynchronous Schemes.- 7. A Limit Theorem for Fluctuations.- 8. Multiple Timescales.- 9. Constant Stepsize Algorithms.- 10. General Noise Models.- 11. Stochastic Gradient Schemes.- 12. Liapunov and Related Systems.- 13. Appendix A: Topics in Analysis.- 14. Appendix B: Ordinary Differential Equations.- 15. Appendix C: Topics in Probability.- Bibliography.- Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.