Stochastic Modelling and Applied Probability

Random Iterative Models

Authors: Duflo, Marie

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About this book

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.

Table of contents (9 chapters)

Buy this book

eBook $89.00
price for USA (gross)
  • ISBN 978-3-662-12880-0
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $119.00
price for USA
  • ISBN 978-3-540-57100-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $119.00
price for USA
  • ISBN 978-3-642-08175-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Random Iterative Models
Authors
Translated by
Wilson, S.S.
Series Title
Stochastic Modelling and Applied Probability
Series Volume
34
Copyright
1997
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-662-12880-0
DOI
10.1007/978-3-662-12880-0
Hardcover ISBN
978-3-540-57100-1
Softcover ISBN
978-3-642-08175-0
Series ISSN
0172-4568
Edition Number
1
Number of Pages
XV, 385
Topics