Faithin Omaha eBook Collection

This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstra

The most comprehensive and thorough treatment of modern stochastic approximation type algorithms to date, based on powerful methods connected with that of the O

Stochastic Recursive Algorithms for Optimization presents algorithms for constrained and unconstrained optimization and for reinforcement learning. Efficient pe

There is a thorough treatment of rate of convergence, iterate averaging, high-dimensional problems, ergodic cost problems, stability methods for correlated nois