Stochastic Approximation and Recursive Algorithms and Applications

The book presents a development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained probl... » 

The book presents a development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. The assumptions and proof methods are designed to cover the needs of recent applications. The development proceeds from simple to complex problems. «