Stochastic approximation and optimization of random systems: [the DMV seminar "Stochastische Approximation und Optimierung zufälliger Systeme" was held at Blaubeuren, 28.5. - 4.6.1989]
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Basel ; Boston, Mass. ; Berlin
Birkhäuser Verlag
1992
|
| Schriftenreihe: | DMV-Seminar
17 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | 113 Seiten |
| ISBN: | 3764327332 0817627332 |
Internformat
MARC
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| 245 | 1 | 0 | |a Stochastic approximation and optimization of random systems |b [the DMV seminar "Stochastische Approximation und Optimierung zufälliger Systeme" was held at Blaubeuren, 28.5. - 4.6.1989] |c Lennart Ljung ; Georg Pflug ; Harro Walk |
| 264 | 1 | |a Basel ; Boston, Mass. ; Berlin |b Birkhäuser Verlag |c 1992 | |
| 300 | |a 113 Seiten | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a DMV-Seminar |v 17 | |
| 650 | 0 | 7 | |a Stochastische Approximation |0 (DE-588)4183371-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Optimierung |0 (DE-588)4043664-0 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)1071861417 |a Konferenzschrift |y 1989 |z Blaubeuren |2 gnd-content | |
| 689 | 0 | 0 | |a Stochastische Approximation |0 (DE-588)4183371-5 |D s |
| 689 | 0 | 1 | |a Optimierung |0 (DE-588)4043664-0 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Stochastische Approximation |0 (DE-588)4183371-5 |D s |
| 689 | 1 | |5 DE-604 | |
| 700 | 1 | |a Ljung, Lennart |d 1946- |e Sonstige |0 (DE-588)1054439982 |4 oth | |
| 700 | 1 | |a Pflug, Georg |e Sonstige |4 oth | |
| 700 | 1 | |a Walk, Harro |d 1939- |e Sonstige |0 (DE-588)103619678X |4 oth | |
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| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-002962888 | |
Datensatz im Suchindex
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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 Invariance principles in stochastic approximation 30
§6 On the theory of large deviations 43
References for Part I 45
II Applicational aspects of stochastic approximation (G. Pflug)
§7 Markovian stochastic optimization and stochastic approximation
procedures 53
§8 Asymptotic distributions 71
§9 Stopping times 79
§10 Applications of stochastic approximation methods 80
References for Part II 90
III Applications to adaptation algorithms (L. Ljung)
§11 Adaptation and tracking 95
§12 Algorithm development 96
§13 Asymptotic Properties in the decreasing gain case 104
§14 Estimation of the tracking ability of the algorithms 105
References for Part III 113 |
| any_adam_object | 1 |
| author_GND | (DE-588)1054439982 (DE-588)103619678X |
| building | Verbundindex |
| bvnumber | BV004814011 |
| classification_rvk | SD 1989 SI 990 SK 880 |
| classification_tum | MAT 606f |
| ctrlnum | (OCoLC)611790101 (DE-599)BVBBV004814011 |
| discipline | Mathematik |
| format | Book |
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| genre_facet | Konferenzschrift 1989 Blaubeuren |
| id | DE-604.BV004814011 |
| illustrated | Not Illustrated |
| indexdate | 2024-09-24T00:15:33Z |
| institution | BVB |
| isbn | 3764327332 0817627332 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-002962888 |
| oclc_num | 611790101 |
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| physical | 113 Seiten |
| publishDate | 1992 |
| publishDateSearch | 1992 |
| publishDateSort | 1992 |
| publisher | Birkhäuser Verlag |
| record_format | marc |
| series | DMV-Seminar |
| series2 | DMV-Seminar |
| spelling | Stochastic approximation and optimization of random systems [the DMV seminar "Stochastische Approximation und Optimierung zufälliger Systeme" was held at Blaubeuren, 28.5. - 4.6.1989] Lennart Ljung ; Georg Pflug ; Harro Walk Basel ; Boston, Mass. ; Berlin Birkhäuser Verlag 1992 113 Seiten txt rdacontent n rdamedia nc rdacarrier DMV-Seminar 17 Stochastische Approximation (DE-588)4183371-5 gnd rswk-swf Optimierung (DE-588)4043664-0 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 1989 Blaubeuren gnd-content Stochastische Approximation (DE-588)4183371-5 s Optimierung (DE-588)4043664-0 s DE-604 Ljung, Lennart 1946- Sonstige (DE-588)1054439982 oth Pflug, Georg Sonstige oth Walk, Harro 1939- Sonstige (DE-588)103619678X oth DMV-Seminar 17 (DE-604)BV000020322 17 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002962888&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Stochastic approximation and optimization of random systems [the DMV seminar "Stochastische Approximation und Optimierung zufälliger Systeme" was held at Blaubeuren, 28.5. - 4.6.1989] DMV-Seminar Stochastische Approximation (DE-588)4183371-5 gnd Optimierung (DE-588)4043664-0 gnd |
| subject_GND | (DE-588)4183371-5 (DE-588)4043664-0 (DE-588)1071861417 |
| title | Stochastic approximation and optimization of random systems [the DMV seminar "Stochastische Approximation und Optimierung zufälliger Systeme" was held at Blaubeuren, 28.5. - 4.6.1989] |
| title_auth | Stochastic approximation and optimization of random systems [the DMV seminar "Stochastische Approximation und Optimierung zufälliger Systeme" was held at Blaubeuren, 28.5. - 4.6.1989] |
| title_exact_search | Stochastic approximation and optimization of random systems [the DMV seminar "Stochastische Approximation und Optimierung zufälliger Systeme" was held at Blaubeuren, 28.5. - 4.6.1989] |
| title_full | Stochastic approximation and optimization of random systems [the DMV seminar "Stochastische Approximation und Optimierung zufälliger Systeme" was held at Blaubeuren, 28.5. - 4.6.1989] Lennart Ljung ; Georg Pflug ; Harro Walk |
| title_fullStr | Stochastic approximation and optimization of random systems [the DMV seminar "Stochastische Approximation und Optimierung zufälliger Systeme" was held at Blaubeuren, 28.5. - 4.6.1989] Lennart Ljung ; Georg Pflug ; Harro Walk |
| title_full_unstemmed | Stochastic approximation and optimization of random systems [the DMV seminar "Stochastische Approximation und Optimierung zufälliger Systeme" was held at Blaubeuren, 28.5. - 4.6.1989] Lennart Ljung ; Georg Pflug ; Harro Walk |
| title_short | Stochastic approximation and optimization of random systems |
| title_sort | stochastic approximation and optimization of random systems the dmv seminar stochastische approximation und optimierung zufalliger systeme was held at blaubeuren 28 5 4 6 1989 |
| title_sub | [the DMV seminar "Stochastische Approximation und Optimierung zufälliger Systeme" was held at Blaubeuren, 28.5. - 4.6.1989] |
| topic | Stochastische Approximation (DE-588)4183371-5 gnd Optimierung (DE-588)4043664-0 gnd |
| topic_facet | Stochastische Approximation Optimierung Konferenzschrift 1989 Blaubeuren |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002962888&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000020322 |
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