Random Iterative Models
By: by Marie Duflo
Series: Stochastic Modelling and Applied Probability -- 34; Stochastic Modelling and Applied Probability -- 34
Publisher: Springer Berlin Heidelberg
Published: 1997
Place of publication: Berlin, Heidelberg
Language: eng
Format: [electronic resource] /
Number of pages: 387
ISBN-13: 9783642081750; 9783662128800
Subjects: Mathematics; Distribution (Probability theory); Algorithms
Description: The recent development of computation and automation has lead to quick advances in the theory and practice of recursive methods for stabilization, identification and control of complex stochastic models (guiding a rocket or a plane, orgainizing multiaccess broadcast channels, self-learning of neural networks ...). This book provides a wide-angle view of those methods: stochastic approximation, linear and non-linear models, controlled Markov chains, estimation and adaptive control, learning ... Mathematicians familiar with the basics of Probability and Statistics will find here a self-contained account of many approaches to those theories, some of them classical, some of them leading up to current and future research. Each chapter can form the core material for a course of lectures. Engineers having to control complex systems can discover new algorithms with good performances and reasonably easy computation.
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