Stochastic Approximation and Optimization of Random Systems:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Basel
Birkhäuser Basel
1992
|
| Schriftenreihe: | DMV Seminar
17 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | The DMV seminar "Stochastische Approximation und Optimierung zufälliger Systeme" was held at Blaubeuren, 28. 5. -4. 6. 1989. The goal was to give an approach to theory and application of stochastic approximation in view of optimization problems, especially in engineering systems. These notes are based on the seminar lectures. They consist of three parts: I. Foundations of stochastic approximation (H. Walk); n. Applicational aspects of stochastic approximation (G. PHug); In. Applications to adaptation algorithms (L. Ljung). The prerequisites for reading this book are basic knowledge in probability, mathematical statistics, optimization. We would like to thank Prof. M. Barner and Prof. G. Fischer for the organization of the seminar. We also thank the participants for their cooperation and our assistants and secretaries for typing the manuscript. November 1991 L. Ljung, G. PHug, H. Walk 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 11 Applicational aspects of stochastic approximation (G. PHug) §7 Markovian stochastic optimization and stochastic approximation procedures 53 §8 Asymptotic distributions 71 §9 Stopping times 79 §1O Applications of stochastic approximation methods 80 References for Part II 90 III Applications to adaptation algorithms (L. |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 9783034886093 9783764327330 |
| DOI: | 10.1007/978-3-0348-8609-3 |
Internformat
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Datensatz im Suchindex
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| spelling | Ljung, Lennart Verfasser aut Stochastic Approximation and Optimization of Random Systems by Lennart Ljung, Georg Pflug, Harro Walk Basel Birkhäuser Basel 1992 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier DMV Seminar 17 The DMV seminar "Stochastische Approximation und Optimierung zufälliger Systeme" was held at Blaubeuren, 28. 5. -4. 6. 1989. The goal was to give an approach to theory and application of stochastic approximation in view of optimization problems, especially in engineering systems. These notes are based on the seminar lectures. They consist of three parts: I. Foundations of stochastic approximation (H. Walk); n. Applicational aspects of stochastic approximation (G. PHug); In. Applications to adaptation algorithms (L. Ljung). The prerequisites for reading this book are basic knowledge in probability, mathematical statistics, optimization. We would like to thank Prof. M. Barner and Prof. G. Fischer for the organization of the seminar. We also thank the participants for their cooperation and our assistants and secretaries for typing the manuscript. November 1991 L. Ljung, G. PHug, H. Walk 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 11 Applicational aspects of stochastic approximation (G. PHug) §7 Markovian stochastic optimization and stochastic approximation procedures 53 §8 Asymptotic distributions 71 §9 Stopping times 79 §1O Applications of stochastic approximation methods 80 References for Part II 90 III Applications to adaptation algorithms (L. Mathematics Mathematics, general Mathematik Stochastische Approximation (DE-588)4183371-5 gnd rswk-swf Optimierung (DE-588)4043664-0 gnd rswk-swf 1\p (DE-588)1071861417 Konferenzschrift 1989 Blaubeuren gnd-content Stochastische Approximation (DE-588)4183371-5 s Optimierung (DE-588)4043664-0 s 2\p DE-604 Pflug, Georg Sonstige oth Walk, Harro Sonstige oth DMV Seminar 17 (DE-604)BV000020322 17 https://doi.org/10.1007/978-3-0348-8609-3 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Ljung, Lennart Stochastic Approximation and Optimization of Random Systems DMV Seminar Mathematics Mathematics, general Mathematik 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 |
| title_auth | Stochastic Approximation and Optimization of Random Systems |
| title_exact_search | Stochastic Approximation and Optimization of Random Systems |
| title_full | Stochastic Approximation and Optimization of Random Systems by Lennart Ljung, Georg Pflug, Harro Walk |
| title_fullStr | Stochastic Approximation and Optimization of Random Systems by Lennart Ljung, Georg Pflug, Harro Walk |
| title_full_unstemmed | Stochastic Approximation and Optimization of Random Systems by Lennart Ljung, Georg Pflug, Harro Walk |
| title_short | Stochastic Approximation and Optimization of Random Systems |
| title_sort | stochastic approximation and optimization of random systems |
| topic | Mathematics Mathematics, general Mathematik Stochastische Approximation (DE-588)4183371-5 gnd Optimierung (DE-588)4043664-0 gnd |
| topic_facet | Mathematics Mathematics, general Mathematik Stochastische Approximation Optimierung Konferenzschrift 1989 Blaubeuren |
| url | https://doi.org/10.1007/978-3-0348-8609-3 |
| volume_link | (DE-604)BV000020322 |
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