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Stochastic approximation and recursive algorithms and applications/ (Record no. 170299)

MARC details
000 -LEADER
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

Holdings
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
				Central Library, Sikkim University	Central Library, Sikkim University	General Book Section	27/10/2016	519.22 KUS/S	P25276	29/08/2016	General Books