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Stochastic Approximation and Recursive Estimation
M. B. Nevel'son and R. Z. Has'minskiĭ
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Translations of Mathematical Monographs
1976; 244 pp; softcover
Volume: 47
Reprint/Revision History:
third printing 2000
ISBN-10: 0-8218-0906-7
ISBN-13: 978-0-8218-0906-8
List Price: US$88
Member Price: US$70.40
Order Code: MMONO/47.S
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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.

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