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Stochastic Approximation and Recursive Algorithms and Applications by G. George

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Harold J. Kushner is a University Professor and Professor of Applied Mathematics at Brown University. stochastic approximation or recursive stochastic algorithms for both. The basic stochastic approximation algorithms introduced by Robbins and MonroandbyKieferandWolfowitzintheearly1950shavebeenthesubject of an enormous literature, both theoretical and applied.

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