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Название: Stochastic Approximation and Recursive Algorithms and Applications Applications of Mathematics ; 35
Авторы: Kushner H., Yin G.
This book presents a thorough development of the modern theory of stochastic approximation or recursive stochastic algorithms for both constrained and unconstrained problems. This second edition is a thorough revision, although the main features and structure remain unchanged. It contains many additional applications and results as well as more detailed discussion.