Stochastic approximation and recursive algorithms and applications/ (Record no. 170299)
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000 -LEADER | |
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fixed length control field | 00404nam a2200145Ia 4500 |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 0387008942 |
040 ## - CATALOGING SOURCE | |
Transcribing agency | CUS |
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.22 |
Item number | KUS/S |
100 ## - MAIN ENTRY--PERSONAL NAME | |
Personal name | Kushner, Harold J. |
245 #0 - TITLE STATEMENT | |
Title | Stochastic approximation and recursive algorithms and applications/ |
Statement of responsibility, etc. | Harold J. Kushner and G. George Yin |
250 ## - EDITION STATEMENT | |
Edition statement | 2nd ed. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
Place of publication, distribution, etc. | New York: |
Name of publisher, distributor, etc. | Springer, |
Date of publication, distribution, etc. | 2003. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | xxii, 474 p. ; |
Dimensions | 25 cm. |
440 ## - SERIES | |
Title | (Applications of Mathematics), |
Volume/sequential | 35 |
505 ## - FORMATTED CONTENTS NOTE | |
Formatted contents note | Introduction <br/>1 Review of Continuous Time Models <br/>1.1 Martingales and Martingale Inequalities <br/>1.2 Stochastic Integration <br/>1.3 Stochastic Differential Equations: Diffusions <br/>1.4 Reflected Diffusions <br/>1.5 Processes with Jumps <br/>2 Controlled Markov Chains <br/>2.1 Recursive Equations for the Cost <br/>2.2 Optimal Stopping Problems <br/>2.3 Discounted Cost<br/>2.4 Control to a Target Set and Contraction Mappings <br/>2.5 Finite Time Control Problems <br/>3 Dynamic Programming Equations <br/>3.1 Functionals of Uncontrolled Processes <br/>3.2 The Optimal Stopping Problem <br/>3.3 Control Until a Target Set Is Reached <br/>3.4 A Discounted Problem with a Target Set and Reflection <br/>3.5 Average Cost Per Unit Time <br/>4 Markov Chain Approximation Method: Introduction <br/>4.1 Markov Chain Approximation <br/>4.2 Continuous Time Interpolation <br/>4.3 A Markov Chain Interpolation <br/>4.4 A Random Walk Approximation <br/>4.5 A Deterministic Discounted Problem <br/>4.6 Deterministic Relaxed Controls <br/>5 Construction of the Approximating Markov Chains <br/>5.1 One Dimensional Examples <br/>5.2 Numerical Simplifications <br/>5.3 The General Finite Difference Method <br/>5.4 A Direct Construction <br/>5.5 Variable Grids <br/>5.6 Jump Diffusion Processes <br/>5.7 Reflecting Boundaries <br/>5.8 Dynamic Programming Equations <br/>5.9 Controlled and State Dependent Variance <br/>6 Computational Methods for Controlled Markov Chains <br/>6.1 The Problem Formulation <br/>6.2 Classical Iterative Methods <br/>6.3 Error Bounds <br/>6.4 Accelerated Jacobi and Gauss-Seidel Methods <br/>6.5 Domain Decomposition <br/>6.6 Coarse Grid-Fine Grid Solutions <br/>6.7 A Multigrid Method <br/>6.8 Linear Programming <br/>7 The Ergodic Cost Problem: Formulation and Algorithms <br/>7.1 Formulation of the Control Problem <br/>7.2 A Jacobi Type Iteration <br/>7.3 Approximation in Policy Space <br/>7.4 Numerical Methods <br/>7.5 The Control Problem <br/>7.6 The Interpolated Process <br/>7.7 Computations <br/>7.8 Boundary Costs and Controls <br/>8 Heavy Traffic and Singular Control |
650 ## - SUBJECT | |
Keyword | Recursive functions |
650 ## - SUBJECT | |
Keyword | Stochastic approximation |
650 ## - SUBJECT | |
Keyword | Algorithms |
700 ## - ADDED ENTRY--PERSONAL NAME | |
Personal name | Yin, G. George |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | General Books |
Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Full call number | Accession number | Date last seen | Koha item type |
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Central Library, Sikkim University | Central Library, Sikkim University | General Book Section | 27/10/2016 | 519.22 KUS/S | P25276 | 29/08/2016 | General Books |